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- W1588172560 abstract "The mixture property of the general multivariate Pareto MP (k) distributions has been studied by Yeh (2004a). Arnold (1996) mentioned that any mixing distribution with support (0,1) is a candidate for a frailty model. This fact drives Yeh to study the frailty structure of the MP (k) distributions. It is discerned that the MP (k) distributions is in the one-parameter kvariate Clayton family with k-variate Archimedean survival copulas and thus the MP (k) can be treated as a marginally specified multivariate distribution. Several properties of the k-variate survival copulas and the limiting special cases of the MP (k) Archimedean survival copulas are studied in this paper." @default.
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- W1588172560 date "2007-01-01" @default.
- W1588172560 modified "2023-09-27" @default.
- W1588172560 title "THE FRAILTY AND THE ARCHIMEDEAN STRUCTURE OF THE GENERAL MULTIVARIATE PARETO DISTRIBUTIONS" @default.
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