Balakrishnan, N.; Hashorva, E. - In: Journal of Multivariate Analysis 102 (2011) 5, pp. 948-957
In this paper, we discuss some basic distributional and asymptotic properties of the Pearson-Kotz Dirichlet multivariate distributions. These distributions, which appear as the limit of conditional Dirichlet random vectors, possess many appealing properties and are interesting from theoretical...