Skip to main content
SpringerLink
Log in

Bivariate semi-Pareto distributions and processes

  • Articles
  • Published:
Statistical Papers Aims and scope Submit manuscript

Abstract

A bivariate semi-Pareto distribution is introduced and characterized using geometric minimization. Autoregressive minification models for bivariate random vectors with bivariate semi-Pareto and bivariate Pareto distributions are also discussed. Multivariate generalizations of the distributions and the processes are briefly indicated.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Adke, S.R. and Balakrishna, N. (1992) Markovian chi-square and gamma processes,Statist. Prob. Letters 15, 349–356.

    Article  MATH  MathSciNet  Google Scholar 

  • Arnold, B.C. (1983)Pareto Distributions, International Co-operative Publishing House, Finland, Maryland.

    MATH  Google Scholar 

  • Arnold, B.C. Robertson, C.A. and Yeh, H.C. (1986) Some properties of a Pareto-Type Distribution,Sankhya A,48, No.3, 404–408.

    MATH  MathSciNet  Google Scholar 

  • Block, H.W., Lanberg, N.A. and Stoffer, D.S. (1988) Bivariate Exponential and Geometric Autoregressive and Autoregressive moving Average models,Adv. Appl. Prob. 20, 798–821.

    Article  MATH  Google Scholar 

  • Dewald, L.S., Lewis, P.A.W. and Mckenzie, E.D. (1989) A Bivariate First Order Autoregressive Time series model in Exponential variables (BEAR(1)).Management Sciences 35, 1236–1246.

    Article  MATH  MathSciNet  Google Scholar 

  • Hutchinson, T.P. (1979). Four applications of a bivariate Pareto distribution.Biom. J. Vol. 21,no. 6, 553–563.

    Article  MATH  Google Scholar 

  • Jayakumar, K and Pillai, R.N. (1993) The first order autoregressive Mittag-Leffler process,J. Appl. Prob. 30, 462–466.

    Article  MATH  MathSciNet  Google Scholar 

  • Pillai, R.N. (1991) Semi-Pareto Processes,J. Appl. Prob.,28, 461–465.

    Article  MATH  MathSciNet  Google Scholar 

  • Pillai, R.N. and Jayakumar, K (1994) Specialized class L property and stationary process,Statist. Prob. Letters 19, 51–56.

    Article  MATH  MathSciNet  Google Scholar 

  • Sankaran, P.G. and Unnikrishnan Nair, N (1993). A bivariate Pareto model and its applications to reliability.Navel. Res. Logist. 40, 1013–1020.

    Article  MATH  MathSciNet  Google Scholar 

  • Yeh, H.C., Arnold, B.C. and Robertson, C.A. (1988) Pareto Processes,J. Appl. Prob. 25, 291–301.

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Statistics, Cochin University of Science and Technology, 682 022, Cochin, India

    N. Balakrishna & K. Jayakumar

Authors
  1. N. Balakrishna
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. K. Jayakumar
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

About this article

Cite this article

Balakrishna, N., Jayakumar, K. Bivariate semi-Pareto distributions and processes. Statistical Papers 38, 149–165 (1997). https://doi.org/10.1007/BF02925221

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02925221

Key Words

Search

Navigation