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A differential equations approach to the modal location for a family of bivariate gamma distributions

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Publication:1821454
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DOI10.1016/0047-259X(87)90098-4zbMath0616.62068MaRDI QIDQ1821454

J. D. Tubbs, O. E. Smith, Dennis W. Brewer

Publication date: 1987

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


zbMATH Keywords

shape parameterscorrelation coefficientnonlinear differential equationmodebivariate gamma densities


Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)


Related Items

Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting



Cites Work

  • Remarks on a Multivariate Gamma Distribution
  • A Note on the Bivariate Chi Distribution
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