Remarks on a Multivariate Gamma Distribution

Cited in

(25)

The necessary and sufficient conditions for dependent quadratic forms to be distributed as multivariate gamma
Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
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
On a multivariate gamma
A form of multivariate gamma distribution
Some probability inequalities connected with Schur functions
On the structure of the Wishart distribution
Some multivariate statistical characterization theorems
A differential equations approach to the modal location for a family of bivariate gamma distributions
The life and work of M. M. Rao
On the simultaneous ANOVA and MANOVA tests
Generalised correlated cross-validation
A generalization of a bivariate chi‐square distribution
On approximating the central and noncentral multivariate gamma distributions
Testing the equality of correlation matrices
Structural equation modeling of multivariate gamma density
Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
Characteristics of some bivariate distributions with different marginal distributions
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
A flexible Clayton-like spatial copula with application to bounded support data
Modelling Point Referenced Spatial Count Data: A Poisson Process Approach
Bayesian inference in a time varying cointegration model
Characterization of infinitely divisible multivariate gamma distributions
On Bayesian inference for generalized multivariate gamma distribution

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