Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range

DOI10.1007/BF02613625zbMath0735.62052MaRDI QIDQ1179290

T. Royen

Publication date: 26 June 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176363

zbMATH Keywords

characteristic functionnormal distributionjoint distributionupper tailsMahalanobis distancesthird order Bonferroni inequalitiesmultivariate gamma distributionsone-dimensional parameter integralspositive semidefinite correlation matrixstudentized multivariate rangestrivariate gamma distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Characteristic functions; other transforms (60E10)

Related Items

On some multivariate gamma distributions connected with spanning trees ⋮ Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions ⋮ Expansions for the multivariate chi-square distribution ⋮ Integral representations and approximations for multivariate gamma distributions ⋮ Multiplicative correlations ⋮ Tables for Studentized Multivariate Maximum Ranges and their Application by Maximum Range Tests ⋮ Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality ⋮ Multiple comparisons of several homoscedastic multivariate populations

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