It is known that the moments of several test criteria in multivariate analysis can be expressed in terms of Gamma functions. Various attempts have been made to determine the exact distributions from ...
Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...
Multivariate models more general than the standard multivariate linear model have received considerable attention in both the statistical and econometric literature; see Srivastava (1966, 1967, 1968) ...