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On generalized semi-Pareto and semi-Burr distributions and random coefficient minification processes |
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| Authors: | D Michele Cifarelli R P Gupta K Jayakumar |
| Institution: | 1. Instituto di Metodi Quantitativo, Universita L. Bocconi, Viale Isonzo 25, 20325, Milano, Italy 2. Department of Mathematics, Statistics and Computer Science, Dalhousie University, Halifax, NS, Canada, B3H 3J5 3. Department of Statistics, University of Calicut, Calicut University P. O., Calicut, Kerala, 673635, India |
| Abstract: | A characterization of Pareto type III distribution is obtained. As a generalization of the Pareto distribution, a new class of distributions called the generalized Pareto distributions is introduced and a characterization of this class is obtained. We introduce a new class of autoregressive models with semi-Pareto marginals and study its properties. As a generalization of semi-Pareto distribution, we introduce semi-Burr distribution and develop a random coefficient autoregressive model with semi-Burr marginal distributions. |
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