A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
DOI10.1016/J.JMVA.2014.07.007zbMATH Open1360.62251OpenAlexW2097381289MaRDI QIDQ458633FDOQ458633
Authors: Subhajit Dutta, Marc G. Genton 
Publication date: 8 October 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.07.007
Recommendations
skewed distributionshalf-normal distributionsymmetric distributionssign functiondistribution of products of random variables
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)
Cites Work
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Cited In (9)
- On some counter examples of the bivariate and multivariate normal distributions: A brief survey
- On the geometric structure ofsome statistical manifolds
- Conformal vector fields on statistical manifolds
- Model selection using union-intersection principle for non nested models
- A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers
- Are You All Normal? It Depends!
- A note on Gaussian distributions in \(\mathbb R^n\)
- A note on inconsistent families of discrete multivariate distributions
- Sub-dimensional Mardia measures of multivariate skewness and kurtosis
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