Extending the multivariate generalised \(t\) and generalised \(VG\) distributions
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Publication:1041071
DOI10.1016/j.jmva.2009.06.006zbMath1182.62121OpenAlexW2082202280MaRDI QIDQ1041071
Publication date: 27 November 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.06.006
dualityvariance-gamma distributionsgeneralized hyperbolic distributionsexponential power distributionsgeneralized t distributions
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Applications of hypergeometric functions (33C90)
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