Characterization of infinitely divisible multivariate gamma distributions
From MaRDI portal
Publication:800018
DOI10.1016/0047-259X(84)90064-2zbMath0549.60017MaRDI QIDQ800018
Publication date: 1984
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
Related Items
On some multivariate gamma distributions connected with spanning trees ⋮ The diagonal multivariate natural exponential families and their classification ⋮ Multivariate Lukacs theorem ⋮ Which multivariate gamma distributions are infinitely divisible? ⋮ Permanental Vectors and Selfdecomposability ⋮ An overview of generalized gamma Mittag-Leffler model and its applications ⋮ On infinitely divisible multivariate gamma distributions ⋮ Permanental vectors ⋮ On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos ⋮ Characterization of positively correlated squared Gaussian processes ⋮ Laplace transforms which are negative powers of quadratic polynomials ⋮ Expansions for the multivariate chi-square distribution ⋮ Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range ⋮ Integral representations and approximations for multivariate gamma distributions ⋮ N-matrices ⋮ On the three-dimensional negative binomial distribution ⋮ Computationally efficient multivariate spatio-temporal models for high-dimensional count-valued data (with discussion) ⋮ Markovian chi-square and gamma processes ⋮ Infinitely divisible multivariate and matrix gamma distributions ⋮ N-matrices ⋮ A characterization of the infinitely divisible squared Gaussian processes ⋮ On Bayesian inference for generalized multivariate gamma distribution ⋮ On permanental processes ⋮ A generalized gamma model associated with a Bessel function ⋮ A class of infinitely divisible multivariate negative binomial distributions ⋮ Stein characterizations for linear combinations of gamma random variables ⋮ The permanental process ⋮ A survey on multivariate chi-square distributions and their applications in testing multiple hypotheses ⋮ Necessary and Sufficient Conditions for the Existence of α-Determinantal Processes
Cites Work
