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Activity Number: 345 - Theory and Methods for Multivariate Analysis
Type: Contributed
Date/Time: Tuesday, July 31, 2018 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract #329108 Presentation
Title: A Unified Approach to Define Some Multivariate Distributions
Author(s): Khalil Shafie*
Companies: University of Northern Colorado
Keywords: Multivariate Chi-squar; Multivariate t; Multivariate F; Random Fields; Gaussian Random Field
Abstract:

Multivariate distributions other than the normal distribution arise in many fields and have many applications in practice and theory. There are different approaches to construct multivariate distributions with specified univariate marginals. However, the specification of higher dimensional margins may exist only under special circumstances. This work considers a unified approach, based on the Gaussian Random Field Theory, to define some Gaussian related multivariate distributions, including multivariate Chi-square,t, and F distributions.


Authors who are presenting talks have a * after their name.

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