Multivariate Exponential-type Distributions

DOI10.1214/AOMS/1177698257MaRDI QIDQ5546446zbMATH OpenOpenAlexFDO

Authors S. Bildikar, G. P. Patil

Publication date 1968

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177698257

zbMATH Keywords

statistics

Cited in

(13)

• Risk capital decomposition for a multivariate dependent gamma portfolio
• Multivariate lifetime distributions for the exponential dispersion family
• Multivariate Tweedie distributions and some related capital-at-risk analyses
• On characterizing the normal and poisson distributions
• Multivariate power series distributions and Neyman's properties for multinomials
• A note on the characterization of the multivariate normal distribution
• Transfer theorems in exponential families
• Bivariate and multivariate normal characterizations: a brief survey
• Some applications of 3-D scatterplots in data analysis
• A note on multivariate linear exponential distributions
• Economic Capital Allocations for Non-negative Portfolios of Dependent Risks
• On representation of Poisson mixtures as Poisson sums and a characterization of the gamma distribution
• Some characterizations of distributions of the exponential-type

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