Multivariate Pareto Distributions
By Samuel Kotz, Narayanaswamy Balakrishnan, N. L. Johnson. 2005
58 citations recorded by the source corpus.
Subfields: Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/32192f1ca7aa82e76aafa1b5529b2ad5581888b7
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In Management Science and Operations Research
- Haijun Li
- Carlo Sempi
- Harry Joe
- Fabrizio Durante
- Aristidis K. Nikoloulopoulos
- Albert Maydeu-Olivares
- Dimitris Karlis
- L. Zhu
Citations in the corpus
- Tail dependence functions and vine copulas (2010, background): “This copula is that of themultivariate Pareto distribution in [20] and of the multivariate Burr distribution in [21].”
- Copula Theory: An Introduction (2010, methodology): “Example 3.2 (Fréchet–Mardia copulas).”