Bivariate distributions via a Pareto conditional distribution and a regression function
Authors:
Jacek Wesolowski
Affiliation:
(1) Mathematical Institute, Warsaw University of Technology, Plac Politechniki 1, 00-661 Warsaw, Poland
Abstract:
Uniqueness of specification of a bivariate distribution by a Pareto conditional and a consistent regression function is investigated. New characterizations of the Mardia bivariate Pareto distribution and the bivariate Pareto conditionals distribution are obtained.