首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Three general multivariate semi-Pareto distributions and their characterizations
Authors:Hsiaw-Chan Yeh
Institution:Department of Finance, College of Management, National Taiwan University, Rm. 1002, No.85, Roosevelt Road, Section 4, Taipei, Taiwan, 106 ROC
Abstract:Three general multivariate semi-Pareto distributions are developed in this paper. First one—GMP(k)(III) has univariate Pareto (III) marginals, it is characterized by the minimum of two independent and identically distributed random vectors. Second one—GMSP has univariate semi-Pareto marginals and it is characterized by finite sample minima. Third one—MSP is characterized through a geometric minimization procedure. All these three characterizations are based on the general and the particular solutions of the Euler's functional equations of k-variates.
Keywords:62E10
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号