A Characterization of the Multivariate Pareto Distribution
Work
Year: 1982
Type: article
Abstract: For a random vector $\mathbf{X}$ on $\mathbf{X} > \mathbf{b}$ whose mean exists, the mean residual lifetime $E(\mathbf{X} - \mathbf{c}\mid \mathbf{X} > \mathbf{c})$ is an affine function of $\mathbf{c... more
Source: The Annals of Statistics
Authors Peter E. Jupp, K. V. Mardia
Cites: 9
Cited by: 23
Related to: 10
FWCI:
Citation percentile (by year/subfield): 75.11
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal No poverty
Open Access status: bronze