Some Properties of the Homogeneous Multivariate Pareto (IV) Distribution

H. C. Yeh

Journal of Multivariate Analysis, 1994, vol. 51, issue 1, 46-53

Abstract: In this paper, several properties of the multivariate Pareto (IV) distribution introduced by B. C. Arnold (Pareto Distributions, International Cooperative Publ. House, FairIand, MD) are studied. It is shown that in the multivariate Pareto (IV), if all the inequality parameters are the same, then some properties analogous to those of the multivariate Pareto (II) can still be derived.

Date: 1994
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(84)71048-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:51:y:1994:i:1:p:46-53

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().