Bivariate semi-Pareto distributions and processes
| Data(s) |
16/03/2011
16/03/2011
1997
|
|---|---|
| Resumo |
A bivariate semi-Pareto distribution is introduced and characterized using geometric minimization. Autoregressive minification models for bivariate random vectors with bivariate semi-Pareto and bivariate Pareto distributions are also discussed. Multivariate generalizations of the distributions and the processes are briefly indicated. |
| Identificador |
Statistical Papers 38, 149-165 (1997) |
| Idioma(s) |
en |
| Publicador |
Springer |
| Palavras-Chave | #AUTOREGRESSIVE PROCESS #MINIFICATION PROCESSES #PARETO AND SEMI-PARETO DISTRIBUTIONS #GEOMETRIC MINIMIZATION |
| Tipo |
Working Paper |
