Representations of multivariate normal distributions with special correlation structures
DOI10.1080/03610928108828111zbMath0472.62059OpenAlexW2065624684MaRDI QIDQ3925719
Publication date: 1981
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928108828111
Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Distribution theory (60E99) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)
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