Multivariate Exponential distribution

[tpkay]

Hi to all :)

Does anyone have any idea how the expression for a multivariate exponential distribution looks like? If possible, can you post the source url?

Commonly available is the multivariate normal distribution.

thanks in advance

 

[EnumaElish]

Google:
http://www.defaultrisk.com/pa_corr_05.htm
http://www.eric.ed.gov/ERICWebPorta...Search_SearchType_0=eric_accno&accno=ED395962
ieeexplore.ieee.org/iel5/18/27038/01201072.pdf
etc...