Multivariate Distributions from Mixtures
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Harry Joe; Taizhong Hu
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Article
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1996
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Elsevier Science
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English
โ 717 KB
A class of multivariate distributions that are mixtures of the positive powers of a max-infinitely divisible distribution are studied. A subclass has the property that all weighted minima or maxima belong to a given location or scale family. By choosing appropriate parametric families for the mixing