Some properties of the multivariate generalized hyperbolic laws

DOI10.1007/s13171-019-00173-4zbMath1459.60041OpenAlexW2963852964WikidataQ127460311 ScholiaQ127460311MaRDI QIDQ2023836

Alex Paparas, Venkata K. Jandhyala, Stergios B. Fotopoulos

Publication date: 3 May 2021

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-019-00173-4

zbMATH Keywords

conditional lawsgeneralized inverse Gaussian distributionsnon Gaussianscale mixture of multivariate distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10)

Uses Software

• ghyp

Cites Work

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