Multivariate Exponential-type Distributions
From MaRDI portal
Publication:5546446
DOI10.1214/aoms/1177698257zbMath0162.50708OpenAlexW1978648601MaRDI QIDQ5546446
S. Bildikar, Ganapati P. Patil
Publication date: 1968
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698257
Related Items (13)
Transfer theorems in exponential families ⋮ Some applications of 3-D scatterplots in data analysis ⋮ Multivariate lifetime distributions for the exponential dispersion family ⋮ Multivariate Tweedie distributions and some related capital-at-risk analyses ⋮ On representation of Poisson mixtures as Poisson sums and a characterization of the gamma distribution ⋮ A note on multivariate linear exponential distributions ⋮ Multivariate power series distributions and Neyman's properties for multinomials ⋮ Some characterizations of distributions of the exponential-type ⋮ A note on the characterization of the multivariate normal distribution ⋮ On characterizing the normal and poisson distributions ⋮ Economic Capital Allocations for Non-negative Portfolios of Dependent Risks ⋮ Bivariate and multivariate normal characterizations: a brief survey ⋮ Risk capital decomposition for a multivariate dependent gamma portfolio
This page was built for publication: Multivariate Exponential-type Distributions
