Integral Representations and Approximations for Multivariate Gamma Distributions
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DOI: 10.1007/s10463-006-0057-5
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- Royen, T., 1991. "Expansions for the multivariate chi-square distribution," Journal of Multivariate Analysis, Elsevier, vol. 38(2), pages 213-232, August.
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Keywords
Multivariate gamma distribution; Multivariate chi-square distribution; Multivariate Rayleigh-distribution; Approximation for positive definite matrices; m-factorial matrices;All these keywords.
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