Use of moments in distribution theory: A multivariate case

DOI10.1006/JMVA.1993.1050zbMATH Open0792.62046OpenAlexW2061370939MaRDI QIDQ689331FDOQ689331

Samuel Kotz, Norman Johnson, Nikolai A. Volodin

Publication date: 5 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3707

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zbMATH Keywords

characterizationbeta distributionsDirichlet distributionsmoment calculations

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited In (10)

• Solving some stochastic differential equation using Dirichlet distributions
• An algebraic formalism for computing the moments of distributions of quadratic forms
• Moment properties of the multivariate Dirichlet distributions
• Structural decompositions of multivariate distributions with applications in moment and cumulant.
• The stochastic linear combination of Dirichlet distributions
• Moments method approach to characterizations of Dirichlet tables through neutralities
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits
• The History of the Dirichlet and Liouville Distributions

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