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A form of multivariate gamma distribution

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  • A. Mathal
  • P. Moschopoulos

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  • A. Mathal & P. Moschopoulos, 1992. "A form of multivariate gamma distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 44(1), pages 97-106, March.
    • Handle: RePEc:spr:aistmt:v:44:y:1992:i:1:p:97-106
    DOI: 10.1007/BF00048672
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    References listed on IDEAS

    as
    1. Mathai, A. M. & Moschopoulos, P. G., 1991. "On a multivariate gamma," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 135-153, October.
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    Cited by:

    1. Christian Caamaño-Carrillo & Javier E. Contreras-Reyes, 2022. "A Generalization of the Bivariate Gamma Distribution Based on Generalized Hypergeometric Functions," Mathematics, MDPI, vol. 10(9), pages 1-17, May.
    2. John A. Buzacott, 2016. "Capital allocation to alternatives with a multivariate ladder gamma return distribution," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 235-258, November.
    3. T. Pham‐Gia & N. Turkkan, 1999. "System availability in a gamma alternating renewal process," Naval Research Logistics (NRL), John Wiley & Sons, vol. 46(7), pages 822-844, October.
    4. Arjun Gupta & Jacek Wesolowski, 1997. "Uniform Mixtures Via Posterior Means," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 171-180, March.
    5. Furman, Edward & Landsman, Zinoviy, 2010. "Multivariate Tweedie distributions and some related capital-at-risk analyses," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 351-361, April.
    6. Zhou, Ming & Dhaene, Jan & Yao, Jing, 2018. "An approximation method for risk aggregations and capital allocation rules based on additive risk factor models," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 92-100.
    7. Zhao, Jun & Jang, Yu-Hyeong & Kim, Hyoung-Moon, 2022. "Closed-form and bias-corrected estimators for the bivariate gamma distribution," Journal of Multivariate Analysis, Elsevier, vol. 191(C).
    8. Balakrishnan, Narayanaswamy & Ristić, Miroslav M., 2016. "Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 194-207.
    9. Jacopo Giacomelli & Luca Passalacqua, 2021. "Calibrating the CreditRisk + Model at Different Time Scales and in Presence of Temporal Autocorrelation †," Mathematics, MDPI, vol. 9(14), pages 1-30, July.
    10. Derek S. Young & Xi Chen & Dilrukshi C. Hewage & Ricardo Nilo-Poyanco, 2019. "Finite mixture-of-gamma distributions: estimation, inference, and model-based clustering," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(4), pages 1053-1082, December.
    11. Furman, Edward, 2008. "On a multivariate gamma distribution," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2353-2360, October.
    12. Jianxi Su & Edward Furman, 2016. "A form of multivariate Pareto distribution with applications to financial risk measurement," Papers 1607.04737, arXiv.org.
    13. Das, Sourish & Dey, Dipak K., 2010. "On Bayesian inference for generalized multivariate gamma distribution," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1492-1499, October.

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