A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families

Subhajit Dutta, Marc G. Genton. A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families. J. Multivariate Analysis, 132:82-93, 2014. [doi]

Authors

Subhajit Dutta

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Marc G. Genton

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