Some properties and generalizations of multivariate Eyraud-Gumbel-Morgenstern distributions

The admissible values of the coefficient in a bivariate Eyraud-Gumbel-Morgenstern (EGM) distribution are found. For multivariate EGM distributions necessary and sufficient conditions are given for its coefficients, and its conditional distributions are found and shown to belong to a family of distributions further extending the multivariate EGM family.

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Year of publication:	1977
Authors:	Cambanis, Stamatis
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 7.1977, 4, p. 551-559
Publisher:	Elsevier
Subject:	Multivariate Eyraud-Gumbel-Morgenstern distributions conditional distributions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153161