Abstract
A characterization of Pareto type III distribution is obtained. As a generalization of the Pareto distribution, a new class of distributions called the generalized Pareto distributions is introduced and a characterization of this class is obtained. We introduce a new class of autoregressive models with semi-Pareto marginals and study its properties. As a generalization of semi-Pareto distribution, we introduce semi-Burr distribution and develop a random coefficient autoregressive model with semi-Burr marginal distributions.
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Cifarelli, D.M., Gupta, R.P. & Jayakumar, K. On generalized semi-Pareto and semi-Burr distributions and random coefficient minification processes. Stat Papers 51, 193–208 (2010). https://doi.org/10.1007/s00362-008-0132-5
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DOI: https://doi.org/10.1007/s00362-008-0132-5