Integral representations and approximations for multivariate gamma distributions

DOI10.1007/S10463-006-0057-5zbMath1122.62041OpenAlexW2062022973MaRDI QIDQ2457969

T. Royen

Publication date: 24 October 2007

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0057-5

zbMATH Keywords

multivariate chi-square distributionapproximation for positive definite matricesm-factorial matricesmultivariate Rayleigh-distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

Computing and approximating multivariate chi-square probabilities ⋮ A survey on multivariate chi-square distributions and their applications in testing multiple hypotheses

Cites Work

• Characterization of infinitely divisible multivariate gamma distributions
• Expansions for the multivariate chi-square distribution
• Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range
• On some multivariate gamma distributions connected with spanning trees
• an approximation for multivariate normal probabilities of rectangular regions
• Properties of Generalized Rayleigh Distributions
• A Multivariate Gamma-Type Distribution
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