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The Matsumoto-Yor property on trees for matrix variates of different dimensions - MaRDI portal

The Matsumoto-Yor property on trees for matrix variates of different dimensions (Q746865)

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scientific article; zbMATH DE number 6497200
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English
The Matsumoto-Yor property on trees for matrix variates of different dimensions
scientific article; zbMATH DE number 6497200

    Statements

    The Matsumoto-Yor property on trees for matrix variates of different dimensions (English)
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    21 October 2015
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    Wishart distribution
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    MGIG distribution
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    independence
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    Matsumoto-Yor property
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    characterization
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    tree
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    quasi-Wishart
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