Scale mixtures of Kotz-Dirichlet distributions (Q690957)
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English | 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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