Combinatorial results on the fitting problems of the multivariate gamma distribution introduced by Prékopa and Szántai

DOI10.1007/s10479-011-1030-0zbMath1344.60019MaRDI QIDQ1931662

Tamás Szántai, Gerzson Kéri

Publication date: 15 January 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-011-1030-0

zbMATH Keywords

multivariate gamma distribution; double description method; isomorph rejection; empirical covariance matrix; extremal directions of convex polyhedral cones; linear equalities and inequalities

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60E05: Probability distributions: general theory

Uses Software

• cdd
• cddplus