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Conditional specifications of multivariate pareto and student distributions
- Source :
- Communications in Statistics - Theory and Methods. 24:1023-1031
- Publication Year :
- 1995
- Publisher :
- Informa UK Limited, 1995.
-
Abstract
- A random vector has a multivariate Pareto distribution if one of its univariate conditional distribution is Pareto and some of its marginals are identically distributed.A general method developed in the course of the proof of this result is applied also to characterize the multivariate Student (Cauchy) measure by one univariate Student conditional distribution.
- Subjects :
- Statistics and Probability
MathematicsofComputing_NUMERICALANALYSIS
Univariate
Physics::Physics Education
Conditional probability distribution
Univariate distribution
symbols.namesake
ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION
Statistics
ComputingMilieux_COMPUTERSANDEDUCATION
symbols
Econometrics
Pareto distribution
Multivariate t-distribution
Conditional variance
Multivariate Pareto distribution
Mathematics
Multivariate stable distribution
Subjects
Details
- ISSN :
- 1532415X and 03610926
- Volume :
- 24
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Theory and Methods
- Accession number :
- edsair.doi...........a3fc393a1774dc3dfa796dd0814bbac1
- Full Text :
- https://doi.org/10.1080/03610929508831537