Abstract
A bivariate semi-Pareto distribution is introduced and characterized using geometric minimization. Autoregressive minification models for bivariate random vectors with bivariate semi-Pareto and bivariate Pareto distributions are also discussed. Multivariate generalizations of the distributions and the processes are briefly indicated.
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Balakrishna, N., Jayakumar, K. Bivariate semi-Pareto distributions and processes. Statistical Papers 38, 149–165 (1997). https://doi.org/10.1007/BF02925221
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DOI: https://doi.org/10.1007/BF02925221