Goodman, Irwin R.; Kotz, Samuel - In: Journal of Multivariate Analysis 3 (1973) 2, pp. 204-219
A new family of continuous multivariate distributions is introduced, generalizing the canonical form of the multivariate normal distribution. The well-known univariate version of this family, as developed by Box, Tiao and Lund, among others, has proven a valuable tool in Bayesian analysis and...