Posts Tagged ‘ multivariate analysis ’

What are the distributions on the positive k-dimensional quadrant with parametrizable covariance matrix? (solved)

April 7, 2012
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What are the distributions on the positive k-dimensional quadrant with parametrizable covariance matrix? (solved)

Paulo (from the Instituto de Matemática e Estatística, Universidade de São Paulo, Brazil) has posted an answer to my earlier question both as a comment on the ‘Og and as a solution on StackOverflow (with a much more readable LaTeX output). His solution is based on the observation that the multidimensional log-normal distribution still allows

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