Scale mixtures of Kotz-Dirichlet distributions (Q690957)

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Scale mixtures of Kotz-Dirichlet distributions
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    Scale mixtures of Kotz-Dirichlet distributions (English)
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    29 November 2012
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    Pearson-Kotz Dirichlet distribution
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    Dirichlet distribution
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    Kotz type distribution
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    Kotz approximation
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    elliptical distribution
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    \(t\)-distribution
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    conditional limiting theorem
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    conditional excess distribution
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    coefficient of tail dependence
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    random scaling
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