Multivariate Normal Distribution: A generalisation of the univariate normal distribution to multiple dimensions, characterised by a mean vector and a covariance matrix.

Kocherlakota Subrahmaniam, Recent Trends in Multivariate Normal Distribution Theory: On the Zonal Polynomials and Other Functions of Matrix Argument, Sankhyā: The Indian Journal of Statistics, Series ...

The statistical analysis of multivariate counts has proved difficult because of the lack of a parametric class of distributions supporting a rich enough correlation structure. With increasing ...