Multivariate Liouville distributions

DOI10.1016/0047-259X(87)90155-2zbMath0636.62038MaRDI QIDQ1098196

Donald St. P. Richards, Rameshwar D. Gupta

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

transformation propertiescharacterizationstotal positivityDirichlet distributionfractional integralstochastic representationsregression functionsmarginal and conditional distributionscomplete neutralityinverted Dirichlet distributionsLiouville distributionsMatrix analogsreverse rule properties

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Classical measure theory (28A99)

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