Open AccessConstruction of multivariate dispersion models
Author(s) -
Bent Jørgensen
Publication year - 2013
Publication title -
brazilian journal of probability and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/11-bjps171
Subject(s) - multivariate statistics , mathematics , normal wishart distribution , multivariate stable distribution , multivariate analysis of variance , statistics , multivariate analysis , multivariate normal distribution , covariance , bivariate analysis , dispersion (optics) , econometrics , physics , optics