A Multivariate Extension of Inverse Gaussian Distribution Derived from Inverse Relationship

DOI10.1081/STA-120025379MaRDI QIDQ4434417zbMATH OpenOpenAlexFDO

Authors Mihoko Minami

Publication date 6 November 2003

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120025379

zbMATH Keywords

multivariate normal distributioncumulant generating functionmultivariate Brownian motioninverse relationship

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Brownian motion (60J65)

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Cites work

• scientific article; zbMATH DE number 194933 (Why is no real title available?)
• Bivariate inverse Gaussian distribution
• Combination of reproductive models
• Hitting Lines with Two-Dimensional Brownian Motion
• Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures
• Reproductive exponential families
• The bivariate inverse gaussian distribution: an introduction
• The inverse Gaussian distribution. Statistical theory and applications

Cited in

(6)

• Multivariate normal \(\alpha\)-stable exponential families
• The bivariate inverse gaussian distribution: an introduction
• Multivariate inverse Gaussian distribution as a limit of multivariate waiting time distributions
• Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures
• Multivariate inverse Gaussian and skew-normal densities
• Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on d-dimensional half-spaces

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