Pages that link to "Item:Q5546446"
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The following pages link to Multivariate Exponential-type Distributions (Q5546446):
Displayed 13 items.
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Risk capital decomposition for a multivariate dependent gamma portfolio (Q817298) (← links)
- Multivariate power series distributions and Neyman's properties for multinomials (Q1241226) (← links)
- A note on the characterization of the multivariate normal distribution (Q1254066) (← links)
- Transfer theorems in exponential families (Q1613072) (← links)
- Some applications of 3-D scatterplots in data analysis (Q1896119) (← links)
- Economic Capital Allocations for Non-negative Portfolios of Dependent Risks (Q3634593) (← links)
- On characterizing the normal and poisson distributions (Q3894758) (← links)
- On representation of Poisson mixtures as Poisson sums and a characterization of the gamma distribution (Q4140058) (← links)
- A note on multivariate linear exponential distributions (Q4151555) (← links)
- Bivariate and multivariate normal characterizations: a brief survey (Q4202685) (← links)
- Some characterizations of distributions of the exponential-type (Q4695031) (← links)
- Multivariate lifetime distributions for the exponential dispersion family (Q5376476) (← links)