Multivariate semi-Weibull distributions

Hsiaw-Chan Yeh

Journal of Multivariate Analysis, 2009, vol. 100, issue 8, 1634-1644

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.

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 (search for similar items in EconPapers)
Date: 2009
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