Relevant bibliographies by topics / Multivariate distributions

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Multivariate distributions'

Author: Grafiati
Published: 4 June 2021
Last updated: 20 February 2023

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Journal articles on the topic "Multivariate distributions"

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Kopociński, Bolesław. "Multivariate negative binomial distributions generated by multivariate exponential distributions." Applicationes Mathematicae 25, no. 4 (1999): 463–72. http://dx.doi.org/10.4064/am-25-4-463-472.

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Eaton, Morris L., and Michael D. Perlman. "Concentration inequalities for multivariate distributions: I. multivariate normal distributions." Statistics & Probability Letters 12, no. 6 (1991): 487–504. http://dx.doi.org/10.1016/0167-7152(91)90004-b.

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Poston, Wendy L., Norman L. Johnson, Samuel Kotz, and N. Balakrishnan. "Discrete Multivariate Distributions." Technometrics 40, no. 2 (1998): 160. http://dx.doi.org/10.2307/1270659.

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Kafadar, Karen, Norman L. Johnson, Samuel Kotz, and N. Balakrishnan. "Discrete Multivariate Distributions." Journal of the American Statistical Association 92, no. 440 (1997): 1654. http://dx.doi.org/10.2307/2965453.

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Papageorgiou, H., N. L. Johnson, S. Kotz, and N. Balakrishnan. "Discrete Multivariate Distributions." Biometrics 54, no. 2 (1998): 795. http://dx.doi.org/10.2307/3109790.

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Davy, P. J., and J. C. W. Rayner. "Multivariate geometric distributions." Communications in Statistics - Theory and Methods 25, no. 12 (1996): 2971–87. http://dx.doi.org/10.1080/03610929608831881.

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Oakes, David. "Multivariate survival distributions." Journal of Nonparametric Statistics 3, no. 3-4 (1994): 343–54. http://dx.doi.org/10.1080/10485259408832593.

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Poston, Wendy L. "Discrete Multivariate Distributions." Technometrics 40, no. 2 (1998): 161–62. http://dx.doi.org/10.1080/00401706.1998.10485207.

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Gupta, Rameshwar D., and Donald St P. Richards. "Multivariate Liouville distributions." Journal of Multivariate Analysis 23, no. 2 (1987): 233–56. http://dx.doi.org/10.1016/0047-259x(87)90155-2.

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Cline, Daren B. H., and Sidney I. Resnick. "Multivariate subexponential distributions." Stochastic Processes and their Applications 42, no. 1 (1992): 49–72. http://dx.doi.org/10.1016/0304-4149(92)90026-m.

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Dissertations / Theses on the topic "Multivariate distributions"

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Dai, Tao. "On multivariate unimodal distributions." Thesis, University of British Columbia, 1989. http://hdl.handle.net/2429/27411.

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In this thesis, Kanter's representation of multivariate unimodal distributions is shown equivalent to the usual mixture of uniform distributions on symmetric, compact and convex sets. Kanter's idea is utilized in several contexts by viewing multivariate distributions as mixtures of uniform distributions on sets of various shapes. This provides a unifying viewpoint of what is in the literature and gives some important new classes of multivariate unimodal distributions. The closure properties of these new classes under convolution, marginality and weak convergence, etc. and their relationships w
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Viraswami, Kalyanee. "On multivariate gamma distributions." Thesis, McGill University, 1991. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=60513.

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This thesis is an exposition of the various forms of Multivariate Gamma Distributions available in the literature. We begin by discussing the univariate gamma distributions and some of their most important properties. These distributions are then extended to the vector variate and matrix variate cases. Derivations, applications and properties are given for gamma distributions in these two categories. Further generalizations associated with several matrix variate gamma variables are also included.
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Al-Awadhi, Shafeeqah. "Elicitation of prior distributions for a multivariate normal distribution." Thesis, University of Aberdeen, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.387799.

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This thesis focuses on elicitation methods for quantifying an expert's subjective opinion about a multivariate normal distribution. Firstly, it is assumed that the expert's opinion can be adequately represented by a natural conjugate prior distribution (a normal inverse-Wishart distribution) and an elicitation method is developed in which the expert performs various assessment tasks that enable the hyperparameters of the distribution to be estimated. An example illustrating use of the method is given. There are some choices in the way hyperparameters are determined and empirical work underlies
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Moala, Fernando Antonio. "Elicitation of multivariate prior distributions." Thesis, University of Sheffield, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.434948.

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Fang, Hong-bin. "Some non-classical multivariate distributions." HKBU Institutional Repository, 1998. https://repository.hkbu.edu.hk/etd_ra/259.

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Goff, Matthew. "Multivariate discrete phase-type distributions." Online access for everyone, 2005. http://www.dissertations.wsu.edu/Dissertations/Spring2005/m%5Fgoff%5F032805.pdf.

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Adham, Samia Abbas Yahya. "Multivariate Gompertz and Gompertz type distributions." Thesis, Imperial College London, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.248450.

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Pivato, Marcus. "Analytical methods for multivariate stable probability distributions." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2001. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp05/NQ63698.pdf.

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Jama, Siphamandla. "An alternative model for multivariate stable distributions." Master's thesis, University of Cape Town, 2009. http://hdl.handle.net/11427/8959.

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Includes bibliographical references (leaves 52-55).<br>As the title, "An Alternative Model for Multivariate Stable Distributions", depicts, this thesis draws from the methodology of [J36] and derives an alternative to the sub-Gaussian alpha-stable distribution as another model for multivariate stable data without using the spectral measure as a dependence structure. From our investigation, firstly, we echo that the assumption of "Gaussianity" must be rejected, as a model for, particularly, high frequency financial data based on evidence from the Johannesburg Stock Exchange (JSE). Secondly, the
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Maa, Jen-Fue. "Simulation-based parameter estimation for multivariate distributions /." The Ohio State University, 1993. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487843688959692.

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Books on the topic "Multivariate distributions"

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Samuel, Kotz, and Balakrishnan N. 1956-, eds. Discrete multivariate distributions. Wiley, 1997.

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Kotz, Samuel, N. Balakrishnan, and Norman L. Johnson. Continuous Multivariate Distributions. John Wiley & Sons, Inc., 2000. http://dx.doi.org/10.1002/0471722065.

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Fang, Kʻai-Tʻai. Symmetric multivariate and related distributions. Chapman and Hall, 1990.

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Fang, Kai-Tai, Samuel Kotz, and Kai Wang Ng. Symmetric Multivariate and Related Distributions. Springer US, 1990. http://dx.doi.org/10.1007/978-1-4899-2937-2.

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D, Lai C., ed. Continuous bivariate distributions, emphasising applications. Rumsby Scientific Publishing, 1990.

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Comparing distributions. Springer, 2010.

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Dias, Alexandra, Mark Salmon, and Chris Adcock, eds. Copulae And Multivariate Probability Distributions In Finance. Routledge, 2013.

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Bilodeau, M. Stein estimators under elliptical distributions. University of Toronto, Department of Statistics, 1985.

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Mandal, Saryug. Multivariate Analysis, Linear Algebra and Special Functions. Shree Publishers & Distributors, 2015.

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Bilodeau, M. Stein estimators under elliptical distributions: Abstract. University of Toronto, Department of Statistics, 1985.

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Book chapters on the topic "Multivariate distributions"

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Härdle, Wolfgang Karl, and Zdeněk Hlávka. "Multivariate Distributions." In Multivariate Statistics. Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-642-36005-3_4.

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Rose, Colin, and Murray D. Smith. "Multivariate Distributions." In Springer Texts in Statistics. Springer New York, 2002. http://dx.doi.org/10.1007/978-1-4612-2072-5_6.

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Härdle, Wolfgang, and Léopold Simar. "Multivariate Distributions." In Applied Multivariate Statistical Analysis. Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-662-05802-2_4.

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Cacoullos, T. "Multivariate Distributions." In Problem Books in Mathematics. Springer New York, 1989. http://dx.doi.org/10.1007/978-1-4612-4526-1_5.

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Härdle, Wolfgang Karl, Ostap Okhrin, and Yarema Okhrin. "Multivariate Distributions." In Statistics and Computing. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-55336-8_6.

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Devroye, Luc. "Multivariate Distributions." In Non-Uniform Random Variate Generation. Springer New York, 1986. http://dx.doi.org/10.1007/978-1-4613-8643-8_11.

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Härdle, Wolfgang Karl, and Léopold Simar. "Multivariate Distributions." In Applied Multivariate Statistical Analysis. Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-45171-7_4.

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Härdle, Wolfgang Karl, and Léopold Simar. "Multivariate Distributions." In Applied Multivariate Statistical Analysis. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-17229-8_4.

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Hörmann, Wolfgang, Josef Leydold, and Gerhard Derflinger. "Multivariate Distributions." In Automatic Nonuniform Random Variate Generation. Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-662-05946-3_11.

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Robinson, Enders A. "Multivariate Distributions." In Probability Theory and Applications. Springer Netherlands, 1985. http://dx.doi.org/10.1007/978-94-009-5386-4_5.

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Conference papers on the topic "Multivariate distributions"

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Kouvaras, George, and George Kokolakis. "Random Multivariate Multimodal Distributions." In Recent Advances in Stochastic Modeling and Data Analysis. WORLD SCIENTIFIC, 2007. http://dx.doi.org/10.1142/9789812709691_0009.

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Nolan, John P. "Metrics for multivariate stable distributions." In Stability in Probability. Institute of Mathematics Polish Academy of Sciences, 2010. http://dx.doi.org/10.4064/bc90-0-6.

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Tourneret, Ferrari, and Letac. "Changepoint detection in multivariate Poisson distributions." In IEEE International Conference on Acoustics Speech and Signal Processing ICASSP-02. IEEE, 2002. http://dx.doi.org/10.1109/icassp.2002.1006057.

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Tourneret, Jean-Yves, Andre Ferrari, and Gerard Letac. "Changepoint detection in multivariate Poisson distributions." In Proceedings of ICASSP '02. IEEE, 2002. http://dx.doi.org/10.1109/icassp.2002.5744916.

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Stanfield, Paul M., James R. Wilson, Gary A. Mirka, Naomi F. Glasscock, Jennie P. Psihogios, and Joseph R. Davis. "Multivariate input modeling with Johnson distributions." In the 28th conference. ACM Press, 1996. http://dx.doi.org/10.1145/256562.256990.

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Fouques, Se´bastien, Dag Myrhaug, and Finn Gunnar Nielsen. "Seasonal Modelling of Multivariate Distributions of Metocean Parameters." In ASME 2002 21st International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2002. http://dx.doi.org/10.1115/omae2002-28048.

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Statistical information about the joint occurrence of metocean parameters is of importance for many offshore activities. For instance, in marine operations, environmental limitations may be brought about by both wind and wave conditions. Thus, knowledge of their joint occurrence is important as the persistence duration and the seasonal dependence of wind and waves appear to be of large interest. However, such a modelling becomes difficult as the number of considered variables increases, especially when utilizing a common parameterization of some conditional distributions. This paper proposes a
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Ching, Jianye, Kok-Kwang Phoon, and Wen-Chao Huang. "Constructing Joint Distributions of Multivariate Geotechnical Data." In Georisk 2011. American Society of Civil Engineers, 2011. http://dx.doi.org/10.1061/41183(418)125.

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Boland, J. "Measures of dependence for multivariate Lévy distributions." In Disordered and complex systems. AIP, 2001. http://dx.doi.org/10.1063/1.1358198.

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Leira, Bernt J. "A Comparison of Some Multivariate Weibull Distributions." In ASME 2010 29th International Conference on Ocean, Offshore and Arctic Engineering. ASMEDC, 2010. http://dx.doi.org/10.1115/omae2010-20678.

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Three different possible choices of statistical models for multivariate Weibull distributions are considered and compared. The concept of “a correlation field” is introduced and is subsequently applied for the purpose of comparing the different models. Linear combinations of Weibull distributed random variables are considered, and expressions for the corresponding probability density functions are established. Furthermore, a simplified procedure for approximating the resulting density function is described. Comparison is made between the statistical moments of increasing order for the specific
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Lixin Song, Dawei Lu, Xiuli Wang, and Zexi Song. "Tail dependence coefficients of multivariate elliptical distributions." In 2011 International Conference on Multimedia Technology (ICMT). IEEE, 2011. http://dx.doi.org/10.1109/icmt.2011.6002426.

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Reports on the topic "Multivariate distributions"

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Anderson, T. W. Nonnormal Multivariate Distributions: Inference Based on Elliptically Contoured Distributions. Defense Technical Information Center, 1992. http://dx.doi.org/10.21236/ada254999.

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Shanbhag, D. N., and S. Kotz. Some New Approaches to Multivariate Probability Distributions. Defense Technical Information Center, 1986. http://dx.doi.org/10.21236/ada186038.

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Singpurwalla, Nozer D., and Mark A. Youngren. Multivariate Life Distributions Induced by Gamma Process Environments,. Defense Technical Information Center, 1989. http://dx.doi.org/10.21236/ada293918.

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Singpurwalla, Nozer D., and Mark A. Youngren. Multivariate Life Distributions Induced by Shot-Noise Process Environments,. Defense Technical Information Center, 1989. http://dx.doi.org/10.21236/ada293913.

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Giri, N., and B. K. Sinha. Robust Tests of Mean Vector in Symmetrical Multivariate Distributions. Defense Technical Information Center, 1985. http://dx.doi.org/10.21236/ada153116.

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Anderson, T. W., and H. Hsu. Invariant Tests and Likelihood Ratio Tests for Multivariate Elliptically Contoured Distributions. Defense Technical Information Center, 1985. http://dx.doi.org/10.21236/ada155844.

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Shapiro, Matthew, and David Wilcox. Generating Non-Standard Multivariate Distributions with an Application to Mismeasurement in the CPI. National Bureau of Economic Research, 1996. http://dx.doi.org/10.3386/t0196.

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Lozar, Robert C., and James D. Westervelt. Application of Maxent Multivariate Analysis to Define Reptile Species Distributions and Changes Related to Climate Change. Defense Technical Information Center, 2016. http://dx.doi.org/10.21236/ad1012035.

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Taniguchi, M., and P. R. Krishnaiah. Asymptotic Distributions of Functions of the Eigenvalues of the Sample Covariance Matrix and Canonical Correlation Matrix in Multivariate Time Series. Defense Technical Information Center, 1986. http://dx.doi.org/10.21236/ada170282.

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Gibbons, Robert D., Donald Hedeker, and R. D. Bock. Multivariate Generalizations of Student's t-Distribution. Defense Technical Information Center, 1990. http://dx.doi.org/10.21236/ada229128.

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