EXTREMES OF A BIVARIATE PARETO DISTRIBUTION

被引：0
|
作者：
Hakamipour, Nooshin [1 ]
Mohammadpour, Adel [1 ]
Nadarajah, Saralees [2 ]
机构：
[1] Amir Kabir Univ Technol, Tehran Polytechn, Dept Stat, Fac Math & Comp Sci, Tehran 15914, Iran
[2] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England
来源：
INFORMATION TECHNOLOGY AND CONTROL | 2011年 / 40卷 / 01期
关键词：
Bivariate Pareto distributions; extremes; moments; MODEL;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Distributional properties of min(X, Y) and max(X, Y) are studied when (X, Y) has a bivariate Pareto distribution. Extensions are given to the multivariate case.
引用
收藏
页码：83 / 87
页数：5
相关论文
共 50 条
  • [21] BIVARIATE THRESHOLD METHODS FOR EXTREMES
    JOE, H
    SMITH, RL
    WEISSMAN, I
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1992, 54 (01): : 171 - 183
  • [22] Modelling bivariate extremes in a region
    Smith, EL
    Walshaw, D
    BAYESIAN STATISTICS 7, 2003, : 681 - 690
  • [23] Inference for a Hidden Truncated (Both-Sided) Bivariate Pareto (II) Distribution
    Ghosh, Indranil
    Nadarajah, Saralees
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2015, 44 (10) : 2136 - 2150
  • [24] Uncertainty in calibrating generalised Pareto distribution to rainfall extremes in Lake Victoria basin
    Onyutha, Charles
    Willems, Patrick
    HYDROLOGY RESEARCH, 2015, 46 (03): : 356 - 376
  • [25] Analyzing streamflow extremes in the upper Ürümqi River with the generalized Pareto distribution
    Youcun Liu
    Xueli Huo
    Yan Liu
    Yonghong Hao
    Yonghui Fan
    Yu Zhong
    Tian-Chyi Jim Yeh
    Environmental Earth Sciences, 2015, 74 : 4885 - 4895
  • [26] An efficient MEWMA chart for Gumbel's bivariate Pareto distribution
    Talib, Ayesha
    Ali, Sajid
    Shah, Ismail
    JOURNAL OF TAIBAH UNIVERSITY FOR SCIENCE, 2024, 18 (01):
  • [27] Bayes estimation of P(X(2)<X(1)) for a bivariate Pareto distribution
    Jeevanand, ES
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN, 1997, 46 (01) : 93 - 99
  • [28] CHARACTERIZATIONS OF A FAMILY OF BIVARIATE PARETO DISTRIBUTIONS
    Sankaran, P. G.
    Nair, N. Unnikrishnan
    John, Preethi
    STATISTICA, 2015, 75 (03) : 275 - 290
  • [29] Characterizations of bivariate Pareto and yule distributions
    Xekalaki, E
    Dimaki, C
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2004, 33 (11-12) : 3033 - 3042
  • [30] EXTREMES OF PERTURBED BIVARIATE RAYLEIGH RISKS
    Hashorva, Enkelejd
    Nadarajah, Saralees
    Pogany, Tibor K.
    REVSTAT-STATISTICAL JOURNAL, 2014, 12 (02) : 157 - 168
12345