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Multivariate Gamma Distributions with One-Factorial Accompanying Correlation Matrices and Applications to the Distribution of the Multivariate Range.
Metrika, Tome 38 (1991) no. 2, pp. 299-315 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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Mots-clés : characteristic function, joint distribution, Mahalanobis distances, multivariate gamma distributions, normal distribution, positive semidefinite correlation matrix, one-dimensional parameter integrals, trivariate gamma distributions, third order Bonferroni inequalities, upper tails, studentized multivariate ranges 
@article{MET_1991__38_2_176363,
     author = {T. Royen},
     title = {Multivariate {Gamma} {Distributions} with {One-Factorial} {Accompanying} {Correlation} {Matrices} and {Applications} to the {Distribution} of the {Multivariate} {Range.}},
     journal = {Metrika},
     pages = {299--315},
     year = {1991},
     volume = {38},
     number = {2},
     zbl = {0735.62052},
     url = {http://geodesic.mathdoc.fr/item/MET_1991__38_2_176363/}
}
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T. Royen. Multivariate Gamma Distributions with One-Factorial Accompanying Correlation Matrices and Applications to the Distribution of the Multivariate Range.. Metrika, Tome 38 (1991) no. 2, pp. 299-315. http://geodesic.mathdoc.fr/item/MET_1991__38_2_176363/