Use of moments in distribution theory: A multivariate case
From MaRDI portal
(Redirected from Publication:689331)
Recommendations
Cited in
(14)- Structural decompositions of multivariate distributions with applications in moment and cumulant.
- An algebraic formalism for computing the moments of distributions of quadratic forms
- Representation of multivariate Bernoulli distributions with a given set of specified moments
- Partitioning some multivariate distributions
- scientific article; zbMATH DE number 4176215 (Why is no real title available?)
- Moments method approach to characterizations of Dirichlet tables through neutralities
- scientific article; zbMATH DE number 3949511 (Why is no real title available?)
- The History of the Dirichlet and Liouville Distributions
- Solving some stochastic differential equation using Dirichlet distributions
- The stochastic linear combination of Dirichlet distributions
- A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits
- scientific article; zbMATH DE number 223547 (Why is no real title available?)
- Multivariate distributions and the moment problem
- Moment properties of the multivariate Dirichlet distributions
This page was built for publication: Use of moments in distribution theory: A multivariate case
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q689331)