Abstract
Uniqueness of specification of a bivariate distribution by a Pareto conditional and a consistent regression function is investigated. New characterizations of the Mardia bivariate Pareto distribution and the bivariate Pareto conditionals distribution are obtained.
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Wesolowski, J. Bivariate distributions via a Pareto conditional distribution and a regression function. Ann Inst Stat Math 47, 177–183 (1995). https://doi.org/10.1007/BF00773422
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DOI: https://doi.org/10.1007/BF00773422