Some properties and generalizations of multivariate Eyraud-Gumbel-Morgenstern distributions

Stamatis Cambanis

Journal of Multivariate Analysis, 1977, vol. 7, issue 4, 551-559

Abstract: The admissible values of the coefficient in a bivariate Eyraud-Gumbel-Morgenstern (EGM) distribution are found. For multivariate EGM distributions necessary and sufficient conditions are given for its coefficients, and its conditional distributions are found and shown to belong to a family of distributions further extending the multivariate EGM family.

Keywords: Multivariate; Eyraud-Gumbel-Morgenstern; distributions; conditional; distributions (search for similar items in EconPapers)
Date: 1977
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Citations: View citations in EconPapers (21)

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