%0 Journal Article
%T Conditional Dependence of Trivariate Generalized Pareto Distributions
%A Diakarya Barro
%J Asian Journal of Mathematics & Statistics
%D 2009
%I Asian Network for Scientific Information
%X In this study we consider the dependence of the family of multivariate generalized Pareto distributions under given conditions on lower dimensional margins. A new function which describes this conditional dependence is built via Pickands dependence function. This function provides a new characterization of the basic subfamilies of trivariate generalized Pareto distributions.
%K discordance function
%K angular distribution function
%K discordance degree
%K Pickands dependence function
%K trivariate Pareto distributions
%U http://docsdrive.com/pdfs/ansinet/ajms/2009/20-32.pdf