BIVARIATE DISTRIBUTIONS VIA A PARETO CONDITIONAL DISTRIBUTION AND A REGRESSION FUNCTION

Authors
WESOLOWSKI J
Citation
J. Wesolowski, BIVARIATE DISTRIBUTIONS VIA A PARETO CONDITIONAL DISTRIBUTION AND A REGRESSION FUNCTION, Annals of the Institute of Statistical Mathematics, 47(1), 1995, pp. 177-183
Citations number
17
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
Journal title
Annals of the Institute of Statistical Mathematics → ACNP
ISSN journal
00203157
Volume
47
Issue
1
Year of publication
1995
Pages
177 - 183
Database
ISI
SICI code
0020-3157(1995)47:1<177:BDVAPC>2.0.ZU;2-H
Abstract
Uniqueness of specification of a bivariate distribution by a Pareto co nditional and a consistent regression function is investigated. New ch aracterizations of the Mardia bivariate Pareto distribution and the bi variate Pareto conditionals distribution are obtained.