Cambanis, Stamatis - In: Journal of Multivariate Analysis 7 (1977) 4, pp. 551-559
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...