Representations of multivariate normal distributions with special correlation structures

DOI10.1080/03610928108828111MaRDI QIDQ3925719zbMATH OpenOpenAlexFDO

Authors F. B. Six

Publication date 1981

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928108828111

zbMATH Keywords

equicoordinate probabilityorthant probability

Mathematics Subject Classification ID

Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Probability distributions: general theory (60E05) Distribution theory (60E99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Multivariate analysis (62H99)

Cited in

(3)

• Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range
• Multiplicative correlations
• Minimum mean-squared error estimation of stochastic processes by mutual entropy

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