Pages that link to "Item:Q951178"
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The following pages link to On a multivariate gamma distribution (Q951178):
Displayed 26 items.
- Asymptotic properties for distributions and densities of extremes from generalized gamma distribution (Q287393) (← links)
- Transfer entropy expressions for a class of non-Gaussian distributions (Q294280) (← links)
- Erratum to ``On a multivariate gamma distribution'' by E. Furman (Q433607) (← links)
- Structural equation modeling of multivariate gamma density (Q467981) (← links)
- Simulation extrapolation estimation in parametric models with Laplace measurement error (Q470488) (← links)
- Capital allocation to alternatives with a multivariate ladder gamma return distribution (Q524896) (← links)
- On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- The tail behavior of the convolutions of Gamma random variables (Q710804) (← links)
- Some new results on convolutions of heterogeneous gamma random variables (Q716175) (← links)
- On the generalized multivariate Gumbel distribution (Q893966) (← links)
- Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal (Q900802) (← links)
- On Bayesian inference for generalized multivariate gamma distribution (Q990914) (← links)
- Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- On a transform for modeling skewness (Q2233664) (← links)
- Multivariate extended gamma distribution (Q2275121) (← links)
- A Bayesian finite element model updating with combined normal and lognormal probability distributions using modal measurements (Q2308221) (← links)
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach (Q2374097) (← links)
- Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels (Q2662924) (← links)
- Economic Capital Allocations for Non-negative Portfolios of Dependent Risks (Q3634593) (← links)
- A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
- A computationally efficient method for selecting a split questionnaire design (Q5082993) (← links)
- Dichotomous unimodal compound models: application to the distribution of insurance losses (Q5861418) (← links)
- The multivariate <i>t</i> -distribution with multiple degrees of freedom (Q6082447) (← links)