Combinatorial results on the fitting problems of the multivariate gamma distribution introduced by Prékopa and Szántai

DOI10.1007/s10479-011-1030-0zbMath1344.60019OpenAlexW2153328549MaRDI QIDQ1931662

Gerzson Kéri, Tamás Szántai

Publication date: 15 January 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-011-1030-0

zbMATH Keywords

multivariate gamma distributiondouble description methodisomorph rejectionempirical covariance matrixextremal directions of convex polyhedral coneslinear equalities and inequalities

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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Uses Software

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• cddplus

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