Pages that link to "Item:Q951178"

The following pages link to On a multivariate gamma distribution (Q951178):

Displaying 37 items.

• Asymptotic properties for distributions and densities of extremes from generalized gamma distribution (Q287393) (← links)
• Transfer entropy expressions for a class of non-Gaussian distributions (Q294280) (← links)
• Erratum to ``On a multivariate gamma distribution'' by E. Furman (Q433607) (← links)
• Structural equation modeling of multivariate gamma density (Q467981) (← links)
• Simulation extrapolation estimation in parametric models with Laplace measurement error (Q470488) (← links)
• Capital allocation to alternatives with a multivariate ladder gamma return distribution (Q524896) (← links)
• On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
• On a multivariate Pareto distribution (Q659227) (← links)
• Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
• The tail behavior of the convolutions of Gamma random variables (Q710804) (← links)
• Some new results on convolutions of heterogeneous gamma random variables (Q716175) (← links)
• On the generalized multivariate Gumbel distribution (Q893966) (← links)
• Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal (Q900802) (← links)
• On Bayesian inference for generalized multivariate gamma distribution (Q990914) (← links)
• On the Lagrange gamma distribution. (Q1128895) (← links)
• On a multivariate gamma (Q1182752) (← links)
• A form of multivariate gamma distribution (Q1206633) (← links)
• Aggregate survival probability of a portfolio with dependent subportfolios. (Q1413410) (← links)
• Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
• An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
• On a transform for modeling skewness (Q2233664) (← links)
• Multivariate extended gamma distribution (Q2275121) (← links)
• A Bayesian finite element model updating with combined normal and lognormal probability distributions using modal measurements (Q2308221) (← links)
• Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach (Q2374097) (← links)
• Multivariate gamma distributions (Q2514478) (← links)
• Joint probability generating function for a vector of arbitrary indicator variables (Q2571220) (← links)
• Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels (Q2662924) (← links)
• On the multivariate \(\gamma\)-ordered normal distribution (Q2911949) (← links)
• (Q3137079) (← links)
• Dependence Models Arising from the Lagrangian Probability Distributions (Q3585275) (← links)
• Economic Capital Allocations for Non-negative Portfolios of Dependent Risks (Q3634593) (← links)
• A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
• (Q4952837) (← links)
• A computationally efficient method for selecting a split questionnaire design (Q5082993) (← links)
• Dichotomous unimodal compound models: application to the distribution of insurance losses (Q5861418) (← links)
• The multivariate <i>t</i> -distribution with multiple degrees of freedom (Q6082447) (← links)
• Trapezoidal and Simpson's methods with a random design (Q6654639) (← links)