Use of moments in distribution theory: A multivariate case

DOI10.1006/JMVA.1993.1050MaRDI QIDQ689331zbMATHOpenAlexFDO

Authors Samuel Kotz, Nikolai A. Volodin, Norman Johnson

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

zbMATH Keywords

characterizationbeta distributionsDirichlet distributionsmoment calculations

Mathematics Subject Classification ID

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

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(13)

• A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits
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• Structural decompositions of multivariate distributions with applications in moment and cumulant.
• scientific article; zbMATH DE number 4176215 (Why is no real title available?)
• The stochastic linear combination of Dirichlet distributions
• Moments method approach to characterizations of Dirichlet tables through neutralities
• Multivariate distributions and the moment problem
• The History of the Dirichlet and Liouville Distributions
• Partitioning some multivariate distributions
• Moment properties of the multivariate Dirichlet distributions
• An algebraic formalism for computing the moments of distributions of quadratic forms
• Representation of multivariate Bernoulli distributions with a given set of specified moments
• Solving some stochastic differential equation using Dirichlet distributions

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