On a multivariate gamma
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- scientific article; zbMATH DE number 426244
Cites work
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- Polynomial Expansions of Bivariate Distributions
- Remarks on a Multivariate Gamma Distribution
- Statistical inference with bivariate gamma distributions
- Testing for correlation between non-negative variates
Cited in
(51)- Four bivariate distributions with gamma type marginals
- Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range
- A form of multivariate gamma distribution
- Multivariate quadratic forms of random vectors
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
- Combinatorial results on the fitting problems of the multivariate gamma distribution introduced by Prékopa and Szántai
- Towards a \(\Delta\)-Gamma Sato multivariate model
- Multivariate extended gamma distribution
- A note on compound renewal risk models with dependence
- Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing
- Some bivariate gamma distributions
- Lifetime dependence modelling using a truncated multivariate gamma distribution
- Integral representations and approximations for multivariate gamma distributions
- The gamma coefficient revisited
- Multivariate gamma distributions
- Optimal capital allocation for individual risk model using a mean-variance principle
- Mixture of Bivariate Exponential Distributions
- Some probability inequalities for multivariate gamma and normal distributions
- Estimation methods for expected shortfall
- scientific article; zbMATH DE number 426244 (Why is no real title available?)
- A note on the pricing of multivariate contingent claims under a transformed-gamma distribution
- A Multivariate Gamma Distribution and its Characterizations
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- Multivariate gamma distributions-properties and shape estimation
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- Construction of multivariate dispersion models
- Simulation extrapolation estimation in parametric models with Laplace measurement error
- Efficiency of Log-Rank Test Under Dependent Censorship
- Approximating discrete multivariate distributions prom known moments
- A multivariate Tweedie lifetime model: censoring and truncation
- Particle transport in stochastic media with multivariate gamma statistics: analytical results with application to atoms in tokamaks
- Multivariate lifetime distributions for the exponential dispersion family
- Extending the Merton model with applications to credit value adjustment
- On the moments of the variance-gamma distribution
- On a multivariate log-gamma distribution and the use of the distribution in the Bayesian analysis
- Generalized Laguerre expansions of multivariate probability densities with moments
- Bayesian inference for SIR epidemic model with dependent parameters
- Multivariate Tweedie distributions and some related capital-at-risk analyses
- Optimal design in repeated testing for count data
- The product distribution of more-than-two correlated normal variables: A didactic review with some new findings
- Multivariate peaks-over-threshold with latent variable representations of generalized Pareto vectors
- Efficient evaluation of risk allocations
- Risk capital decomposition for a multivariate dependent gamma portfolio
- Multivariate flexible Pareto model: dependency structure, properties and characterizations
- On a multivariate gamma distribution
- Weighted risk capital allocations
- On Bayesian inference for generalized multivariate gamma distribution
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