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Statistical inference for a class of multivariate negative binomial distributions [PDF]

, 2010
This paper considers statistical inference procedures for a class of models for positively correlated count variables called -permanental random fields, and which can be viewed as a family of multivariate negative binomial distributions. Their appealing probabilistic properties have earlier been studied in the literature, while this is the first ...
Rubak, Ege H., Møller, Jesper, McCullagh, Peter   +2 more
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Concomitants of multivariate order statistics from multivariate elliptical distributions

Communications in Statistics - Theory and Methods, 2016
ABSTRACTIn this article, we consider a (k + 1)n-dimensional elliptically contoured random vector (XT1, X2T, …, XTk, ZT)T = (X11, …, X1n, …, Xk1, …, Xkn, Z1, …, Zn)T and derive the distribution of concomitant of multivariate order statistics arising from X1, X2, …, Xk.
Roohollah Roozegar, Ahad Jamalizadeh, Alireza Nematollahi   +2 more
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Descriptive statistics for multivariate distributions

Statistics & Probability Letters, 1983
Abstract The purpose of this paper is to study the concepts location, scatter, skewness and kurtosis of multivariate distributions. Measures of these properties are introduced which include some new generalizations of well-known univariate statistics. Previous work is briefly reviewed.
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Statistical Bayesian Estimation for Multivariate T-Distributions

Journal of Mathematical Sciences, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Multivariate T-Normal Distributions in Applied Statistics

Journal of Mathematical Sciences, 2001
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Statistical Distributions in Univariate and Multivariate Edgeworth Populations

Biometrika, 1976
SUMMARY A general method is presented for the formal construction of statistical distributions in univariate and multivariate populations, when the underlying distributions are specifiable by Edgeworth-type expansions. It is shown that the distribution of a statistic may be derived in principle from the appropriate normal-theory noncentral distribution,
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On the multivariate distributions of order statistics of discrete-state processes

[Proceedings] ICASSP 91: 1991 International Conference on Acoustics, Speech, and Signal Processing, 1991
The authors consider the problem of determining the multivariable joint probability distributions of the order statistics of discrete-state processes whose elements are independent and identically distributed. Two methods, the indirect and direct methods, are presented and compared in terms of their inherent computational complexity. Recursive formulae
Don M. Raymond, Moustafa M. Fahmy
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On the Distances Between Certain Distributions in Multivariate Statistical Analysis*

Journal of Mathematical Sciences, 2015
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Distributions of a Class of Statistics Useful in Multivariate Analysis

Journal of the American Statistical Association, 1983
Abstract In this article, exact and asymptotic distributions of a class of statistics whose moments are of a particular form have been obtained. An application to Wilks's criterion for testing a linear hypothesis is given, and it is shown by numerical comparison that the first term of the asymptotic expansion of the distribution obtained in this ...
B. N. Nagarsenker, J. Suniaga
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Generation of Continuous Multivariate Distributions for Statistical Applications

American Journal of Mathematical and Management Sciences, 1984
SYNOPTIC ABSTRACTTwo general and several specific schemes are described for generating variates from continuous multivariate distributions. Algorithms are provided for the multivariate normal, Johnson system, Cauchy, elliptically contoured (including Pearson Types II and VII), Morgenstern, Plackett, Ali, Gumbel, Burr (and related), Beta-Stacy and ...
Mark E. Johnson, Chiang Wang, John s. Ramberg   +2 more
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