Multivariate Dispersion Models

Journal of Multivariate Analysis

Volumn 74, Issue 2, 2000, Pages 267-281

  Jørgensen, Bent ^a   Lauritzen, Steffen L ^b  

^a UNIVERSITY OF SOUTHERN DENMARK   (Denmark)

^b AALBORG UNIVERSITY   (Denmark)

Author keywords

Elliptically contoured distribution; Generalized yoke; Multivariate gamma distribution; Multivariate proper dispersion model

Indexed keywords

EID: 0346739940     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1999.1885     Document Type: Article

References (22)

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