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Bivariate semi-Pareto minification processes

Author

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  • Alice Thomas
  • K.K. Jose

Abstract

Marshall-Olkin bivariate semi-Pareto distribution (MO-BSP) and Marshall-Olkin bivariate Pareto distribution (MO-BP) are introduced and studied. AR(1) and AR(k) time series models are developed with minification structure having MO-BSP stationary marginal distribution. Various characterizations are investigated. Copyright Springer-Verlag 2004

Suggested Citation

  • Alice Thomas & K.K. Jose, 2004. "Bivariate semi-Pareto minification processes," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 59(3), pages 305-313, June.
    • Handle: RePEc:spr:metrik:v:59:y:2004:i:3:p:305-313
    DOI: 10.1007/s001840300287
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    Citations

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    Cited by:

    1. Yeh, Hsiaw-Chan, 2007. "Three general multivariate semi-Pareto distributions and their characterizations," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1305-1319, July.
    2. Miroslav Ristić, 2008. "A generalized semi-Pareto minification process," Statistical Papers, Springer, vol. 49(2), pages 343-351, April.
    3. D. Cifarelli & R. Gupta & K. Jayakumar, 2010. "On generalized semi-Pareto and semi-Burr distributions and random coefficient minification processes," Statistical Papers, Springer, vol. 51(1), pages 193-208, January.
    4. Yeh, Hsiaw-Chan, 2009. "Multivariate semi-Weibull distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1634-1644, September.
    5. Yeh, Hsiaw-Chan, 2010. "Multivariate semi-logistic distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 893-908, April.
    6. K. Jose & Miroslav Ristić & Ancy Joseph, 2011. "Marshall–Olkin bivariate Weibull distributions and processes," Statistical Papers, Springer, vol. 52(4), pages 789-798, November.
    7. K. Jose & Shanoja Naik & Miroslav Ristić, 2010. "Marshall–Olkin q-Weibull distribution and max–min processes," Statistical Papers, Springer, vol. 51(4), pages 837-851, December.

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