Generalized Inverse Gaussian Distributions and their Wishart Connections

DOI10.1111/1467-9469.00089zbMath0909.60022OpenAlexW2007306748MaRDI QIDQ3842746

Ronald W. Butler

Publication date: 22 March 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00089

zbMATH Keywords

generalized inverse Gaussian distributiongeneralized hyperbolic distributionmatrix generalized hyperbolic distributionmatrix generalized inverse Gaussian distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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