Multivariate Macdonald distribution and its properties

DOI10.1155/2016/6385712MaRDI QIDQ1658051zbMATH OpenOpenAlexWikidataFDO

Authors Y. Aharonov

Publication date 14 August 2018

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2016/6385712

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Review text

Summary: We give multivariate generalization of Macdonald distribution and study several of its properties. We also define the multivariate Macdonald-gamma distribution and derive a number of results pertaining to it.

Cites work

• A unified form of gamma-type distributions
• Asymptotic expansions for generalized gamma and incomplete gamma functions
• Extended incomplete gamma functions with applications
• Extended matrix variate gamma and beta functions
• Further results on a generalized gamma function occurring in diffraction theory
• Generalized incomplete gamma functions with applications
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 2015733 (Why is no real title available?)
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• Matrix variate Macdonald distribution
• On a class of incomplete gamma functions with applications
• On an extension of generalized incomplete Gamma functions with applications
• Properties of matrix variate confluent hypergeometric function distribution

Cited in

(3)

• The McDonald extended distribution: properties and applications
• A bimatrix variate gamma distribution
• Approximate distribution of eigenvalues of a generalized Wishart matrix under an extended Gaussian model

This page was built for publication: Multivariate Macdonald distribution and its properties

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1658051)