Multivariate distributions with generalized Pareto conditionals

Barry C. Arnold, Enrique Castillo and José María Sarabia ()

Statistics & Probability Letters, 1993, vol. 17, issue 5, 361-368

Abstract: Two classes of k-dimensional distributions with generalized Pareto conditionals are characterized. This subsumes and extends earlier work on distributions with Pareto conditionals.

Date: 1993
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