A Multivariate Extension of Inverse Gaussian Distribution Derived from Inverse Relationship

DOI10.1081/STA-120025379zbMath1028.62041OpenAlexW2087278778MaRDI QIDQ4434417

Mihoko Minami

Publication date: 6 November 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120025379

zbMATH Keywords

multivariate normal distributioncumulant generating functionmultivariate Brownian motioninverse relationship

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Brownian motion (60J65)

Related Items (2)

Multivariate inverse Gaussian distribution as a limit of multivariate waiting time distributions ⋮ Multivariate inverse Gaussian and skew-normal densities

Cites Work

• Unnamed Item
• Reproductive exponential families
• Combination of reproductive models
• Bivariate inverse Gaussian distribution
• The inverse Gaussian distribution. Statistical theory and applications
• Hitting Lines with Two-Dimensional Brownian Motion
• The bivariate inverse gaussian distribution: an introduction
• Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures

This page was built for publication: A Multivariate Extension of Inverse Gaussian Distribution Derived from Inverse Relationship