Multivariate semi-Weibull distributions |
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| Authors: | Hsiaw-Chan Yeh |
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| Institution: | aDepartment of Finance, College of Management, National Taiwan University, Rm. 1002, No. 85, Roosevelt Road, Section 4, Taipei, 106, Taiwan, ROC |
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| Abstract: | Some multivariate semi-Weibull (denoted by MSW) distributions including the Marshall–Olkin multivariate semi-Weibull (denoted by MO-MSW) one are introduced. They are more general than the multivariate Weibull distributions proposed by Lee L. Lee, Multivariate distributions having Weibull properties, J. Multivariate Anal. 9 (1979) 267–277]. The Marshall–Olkin multivariate semi-Pareto (denoted by MO-MSP) distribution is also defined. Two characterization theorems for the homogeneous MSW are proved. The multivariate minima domain of partial attraction of MSW is studied, and the interrelationships between MO-MSP and MSW are examined. The MSW distribution possesses the minima-semi-stability and minima-infinite divisibility properties. |
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| Keywords: | MSW MO-MSW MSP MO-MSP distributions Homogeneous MSW distribution Characterizations Domain of partial attraction Minima-semi-stability Minima-infinite divisibility Geometric minima-infinite divisibility |
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