Simple expressions for a bivariate chisquare distribution

DOI10.1080/02331880902825901zbMath1291.62110OpenAlexW1984979096MaRDI QIDQ5400841

Saralees Nadarajah

Publication date: 12 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880902825901

zbMATH Keywords

conditional momentsproduct momentsjoint probability density functionjoint moment generating functionbivariate chi-square distributionjoint characteristic function

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Cites Work

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• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• Estimation of the characteristic roots of the scale matrix
• A Note on the Bivariate Chi Distribution