Continuous Multivariate Distributions

By Samuel Kotz, Narayanaswamy Balakrishnan, Norman L. Johnson. 2009

360 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/000d8d2c4f2ef97cbb9530be6f6c436cf61e2539

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Citations in the corpus

On a Multivariate Gamma Distribution (2008, background): “Several multivariate extensions of the univariate gamma distributions exist in the literature (cf. Kotz et al. (2000)), pages 431–484 and in particular Mathai and Moschopoulos (1992)).”
Entropy–Copula in Hydrology and Climatology (2014, methodology): “…a joint distribution have been proposed and applied, including the kernel density estimation, entropy method, and copulas, to name a few (Kapur 1989; Kotz et al. 2000; Grimaldi and Serinaldi 2006; Nelsen 2006; Serinaldi and Grimaldi 2007; Balakrishnan and Lai 2009; AghaKouchak et al. 2010a,b).”
Tails of correlation mixtures of elliptical copulas (2009, background): “2) the random variables R and Θ being independent with R > 0 and Θ uniformly distributed on (−π, π); see for instance [17, 18, 19].”
Multivariate non-normally distributed random variables in climate research - introduction to the copula approach (2008, background): “Lorenz (1964); Eckmann and Ruelle (1985). The variables involved are therefore treated as random variables and described in terms of probability disributions or probability density functions.”
Asymptotic Analysis of Multivariate Tail Conditional Expectations (2012, background): “where σ(2) ii and σ12 are the variances and correlation of (T1+, T2+) with bivariate truncated standard normal distribution, and can be calculated from correlation coefficient ρ (see page 313 of [15]).”
Bayesian mixture modeling for spatial Poisson process intensities, with applications to extreme value analysis (2007, unknown): “The family of densities in (4) belongs to the Sarmanov class of densities (see Kotz et al., 2000, Chapter 44, for more details and further references).”
Bootstrap validity for the score test when instruments may be weak (2009, unknown): “In these simulations we follow Kotz et al. (2000) to generate random draws of u i and v 2i with zero mean, unit variance, skewness of κ 3 , kurtosis of κ 4 , and correlation ρ.”