Multivariate Exponential-type Distributions
From MaRDI portal
Publication:5546446
DOI10.1214/AOMS/1177698257zbMATH Open0162.50708OpenAlexW1978648601MaRDI QIDQ5546446FDOQ5546446
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
Cited In (13)
- A note on the characterization of the multivariate normal distribution
- Economic Capital Allocations for Non-negative Portfolios of Dependent Risks
- Transfer theorems in exponential families
- Some applications of 3-D scatterplots in data analysis
- Some characterizations of distributions of the exponential-type
- On representation of Poisson mixtures as Poisson sums and a characterization of the gamma distribution
- A note on multivariate linear exponential distributions
- 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
- Multivariate lifetime distributions for the exponential dispersion family
- Bivariate and multivariate normal characterizations: a brief survey
- Risk capital decomposition for a multivariate dependent gamma portfolio
This page was built for publication: Multivariate Exponential-type Distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5546446)
