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Caputo, Angelika (1998): Some properties of the family of Koehler Symanowski distributions. Collaborative Research Center 386, Discussion Paper 103 [PDF, 362kB]


In this paper, a class of multivariate distributions introduced by Koehler and Symanowski (1995) is discussed with regard to whether it can be reasonably applied in the framework of graphical modeling. Therefore, the focus lies on properties like marginal and conditional independence, marginalization and the flexibility as far as the modeling of a dependence structure is concerned.

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