Characterization of infinitely divisible multivariate gamma distributions

DOI10.1016/0047-259X(84)90064-2zbMATH Open0549.60017MaRDI QIDQ800018FDOQ800018

Authors: Robert Griffiths 

Publication date: 1984

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

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zbMATH Keywords

infinitely divisibleexponential distributionsmultivariate gamma distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Remarks on a Multivariate Gamma Distribution
• A Multivariate Gamma-Type Distribution
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Cited In (36)

• Multivariate matrix-exponential distributions
• A characterization of the infinitely divisible squared Gaussian processes
• N-matrices
• Domain of existence of the Laplace transform of negative multinomial distributions and simulations
• On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos
• N-matrices
• Infinitely divisible multivariate and matrix gamma distributions
• A model for positively correlated count variables
• Classes of probability density functions having Laplace transforms with negative zeros and poles
• Title not available (Why is that?)
• On the three-dimensional negative binomial distribution
• Permanental vectors
• Computationally efficient multivariate spatio-temporal models for high-dimensional count-valued data (with discussion)
• The permanental process
• On Bayesian inference for generalized multivariate gamma distribution
• Characterization of positively correlated squared Gaussian processes
• A generalized gamma model associated with a Bessel function
• On permanental processes
• The diagonal multivariate natural exponential families and their classification
• Cumulants of infinitely divisible distributions
• Permanental vectors and selfdecomposability
• Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range
• Multivariate Lukacs theorem
• Necessary and Sufficient Conditions for the Existence of α-Determinantal Processes
• Integral representations and approximations for multivariate gamma distributions
• A class of infinitely divisible multivariate negative binomial distributions
• On some multivariate gamma distributions connected with spanning trees
• A survey on multivariate chi-square distributions and their applications in testing multiple hypotheses
• Stein characterizations for linear combinations of gamma random variables
• Markovian chi-square and gamma processes
• On infinitely divisible multivariate gamma distributions
• Laplace transforms which are negative powers of quadratic polynomials
• Which multivariate gamma distributions are infinitely divisible?
• Expansions for the multivariate chi-square distribution
• An overview of generalized gamma Mittag-Leffler model and its applications
• Title not available (Why is that?)

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