Integral Representations and Approximations for Multivariate Gamma Distributions

T. Royen ()

Annals of the Institute of Statistical Mathematics, 2007, vol. 59, issue 3, pages 499-513

Keywords: Multivariate gamma distribution; Multivariate chi-square distribution; Multivariate Rayleigh-distribution; Approximation for positive definite matrices; m-factorial matrices (search for similar items in EconPapers)
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