On Kotz-Type Elliptical Distributions

DOI10.1142/9789812567765_0010zbMath1266.62034OpenAlexW2494923174MaRDI QIDQ5299717

Anu Roos, Tõnu Kollo

Publication date: 21 June 2013

Published in: Contemporary Multivariate Analysis and Design of Experiments (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789812567765_0010

zbMATH Keywords

marginal distributionsmultivariate kurtosissimulation rulesmatrix Kotz distributionsmoments, cumulants

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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