Concepedia

Multivariate Characteristic Functions

Multivariate Characteristic Functions is a mathematical construct in probability theory that extends the concept of characteristic functions to multivariate random vectors by uniquely representing the joint probability distribution through the expected value of the complex exponential function of a linear combination of the vector components.

378

Publications

20.5K

Citations

549

Authors

356

Institutions

Publications per year

2017–2026

25

Variants

Multivariate Characteristic Function

Parents

Publications

378

Optimal Statistical Decisions.

David Siegmund, Morris H. DeGroot · Journal of the American Statistical Association · 1972 · 3.5K citations

, , +15

Symmetric Multivariate and Related Distributions.

Sanat K. Sarkar, Kai-Tai Fang, Samuel Kotz et al. · Journal of the American Statistical Association · 1991 · 1.6K citations

, , +16

Numerical Computation of Multivariate Normal Probabilities

Alan Genz · Journal of Computational and Graphical Statistics · 1992 · 964 citations

, , +11

A General Class of Multivariate Skew-Elliptical Distributions

Márcia D. Branco, Dipak K. Dey · Journal of Multivariate Analysis · 2001 · 740 citations

, , +11

The Multivariate Normal Distribution

Alan Julian Izenman, Y. L. Tong · Technometrics · 1991 · 669 citations

, , +13

1–5 of 378

Authors

549

  1. AK
    Arjun K. Gupta

    Bowling Green State University, United States

    6 publications · 136 citations

    6

    h-index

  2. MG
    Marc G. Genton

    King Abdullah University of Science and Technology, Saudi Arabia

    4 publications · 182 citations

    4

    h-index

  3. SN
    Saralees Nadarajah

    University of Manchester, United Kingdom

    4 publications · 174 citations

    4

    h-index

  4. DK
    Debasis Kundu

    Indian Institute of Technology Kanpur, India

    4 publications · 117 citations

    4

    h-index

  5. AG
    Alan Genz

    Washington State University, United States

    3 publications · 1.5K citations

    3

    h-index

1–5 of 549

Institutions

356

  1. Bowling Green State University

    Bowling Green, United States

    7 h-index

    8 publications

    179 citations

  2. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    5 h-index

    6 publications

    386 citations

  3. National and Kapodistrian University of Athens

    Athens, Greece

    4 h-index

    5 publications

    168 citations

  4. Indian Institute of Technology Kanpur

    Kanpur, India

    4 h-index

    4 publications

    117 citations

  5. University of Windsor

    Windsor, Canada

    4 h-index

    6 publications

    137 citations

  6. University of Manchester

    Manchester, United Kingdom

    4 h-index

    4 publications

    76 citations

  7. Texas A&M University

    College Station, United States

    3 h-index

    3 publications

    163 citations

  8. Georgetown University

    Washington, United States

    3 h-index

    5 publications

    76 citations

1–8 of 356

Venues

  1. Journal of Multivariate Analysis

    40 publications · 2.2K citations

    23

    h-index

  2. The Annals of Mathematical Statistics

    18 publications · 2.1K citations

    17

    h-index

  3. Statistics & Probability Letters

    14 publications · 324 citations

    12

    h-index

  4. Journal of the American Statistical Association

    12 publications · 2.7K citations

    11

    h-index

  5. 9

    h-index

1–5