The residual effect of a growth‐decay mechanism and the distributions of covariance structures

DOI10.2307/3315753zbMath0785.62055OpenAlexW2082732107MaRDI QIDQ4275247

Arak M. Mathai

Publication date: 13 January 1994

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315753

zbMATH Keywords

bilinear formsnecessary and sufficient conditionscovariance structuresgeneralized Laplace distributionsdistributions of rectangular matricesgamma differencegrowth-decay mechanismmultivariate normal random vectors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

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Generalized Laplacian Distributions and Autoregressive Processes ⋮ An overview of the pathway idea and its applications in statistical and physical sciences ⋮ Limiting approach to generalized gamma Bessel model via fractional calculus and its applications in various disciplines ⋮ Generalized normal-Laplace AR process ⋮ Some properties of matrix-variate Laplace transforms and matrix-variate Whittaker functions ⋮ Autoregressive processes with normal-Laplace marginals ⋮ Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals ⋮ Time series models associated with Mittag-Leffler type distributions and its properties

Cites Work

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• On the distribution of the multivariate quadratic form in multivariate normal samples
• The exact density of a general linear combination of gamma variates
• The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables
• A Special Distributional Result for Bilinear Forms
• Bilinear Forms in Normally Correlated Variables

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