Multivariate Pareto distributions

Mardia, K. V. (1962). Multivariate Pareto distributions.

Type

Unclassified

Intellectual base

Unclassified

Year

1962

DOI

10.1214/aoms/1177704468

Link

https://doi.org/10.1214/aoms/1177704468

Cited by

1 citation across 1 artifact.

Domain-specific

• Multivariate Pareto distribution
  • … and a convenient observable transfers from A bivariate construction gives Pareto Type I margins while a common tail factor makes large values occur dependently. to An analyst names the distribution family and checks marginal fit and extremal dependence rather than reporting only a generic multivariate Pareto label..

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Registry ID ref:6ee1df4f8e61 · see in the full table