Geodesic
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.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

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},
     publisher = {mathdoc},
     volume = {38},
     number = {2},
     year = {1991},
     zbl = {0735.62052},
     url = {http://geodesic.mathdoc.fr/item/MET_1991__38_2_176363/}
}
TY  - JOUR
AU  - T. Royen
TI  - Multivariate Gamma Distributions with One-Factorial Accompanying Correlation Matrices and Applications to the Distribution of the Multivariate Range.
JO  - Metrika
PY  - 1991
SP  - 299
EP  - 315
VL  - 38
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MET_1991__38_2_176363/
ID  - MET_1991__38_2_176363
ER  - 
%0 Journal Article
%A T. Royen
%T Multivariate Gamma Distributions with One-Factorial Accompanying Correlation Matrices and Applications to the Distribution of the Multivariate Range.
%J Metrika
%D 1991
%P 299-315
%V 38
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MET_1991__38_2_176363/
%F MET_1991__38_2_176363
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/