Integral representations and approximations for multivariate gamma distributions

Annals of the Institute of Statistical Mathematics

Volumn 59, Issue 3, 2007, Pages 499-513

  Royen, T ^a  

^a UNIVERSITY OF APPLIED SCIENCES   (Germany)

Author keywords

Approximation for positive definite matrices; M factorial matrices; Multivariate chi square distribution; Multivariate gamma distribution; Multivariate Rayleigh distribution

Indexed keywords

APPROXIMATION THEORY; CALCULATIONS; CORRELATION METHODS; INTEGRAL EQUATIONS; INVERSE PROBLEMS;

FACTORIAL MATRICES; MULTIVARIATE CHI SQUARE DISTRIBUTIONS; MULTIVARIATE GAMMA DISTRIBUTIONS; MULTIVARIATE RAYLEIGH DISTRIBUTIONS;

DISTRIBUTION FUNCTIONS;

EID: 34548595367     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-006-0057-5     Document Type: Article

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