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math.PR2019
The Pareto Record Frontier
James Allen Fill, Daniel Q. Naiman
For iid -dimensional observations with independent Exponential coordinates, consider the boundary (relative to the closed positive orthant), or "…
math.PR2019★ 4 cited
Generating Pareto records
James Allen Fill, Daniel Q. Naiman
We present, (partially) analyze, and apply an efficient algorithm for the simulation of multivariate Pareto records. A key role is played by minima of the record-setting region (we…