Multivariate Semi-Weibull Distributions
Journal
Journal of Multivariate Analysis
Journal Issue
100
Pages
1634-1644
Date Issued
2009-09
Author(s)
Abstract
Some multivariate semi-Weibull (denoted by MSW) distributions including the Marshall-Olkin multivariate semi-Weibull (denoted by MO-MSW) one are introduced. They are more general than the multivariate Weibull distributions proposed by Lee [L. Lee, Multivariate distributions having Weibull properties, J. Multivariate Anal. 9 (1979) 267-277]. The Marshall-Olkin multivariate semi-Pareto (denoted by MO-MSP) distribution is also defined. Two characterization theorems for the homogeneous MSW are proved. The multivariate minima domain of partial attraction of MSW is studied, and the interrelationships between MO-MSP and MSW are examined. The MSW distribution possesses the minima-semi-stability and minima-infinite divisibility properties. © 2009 Elsevier Inc. All rights reserved.
Type
journal article