On Inverted Matrix Variate Gamma Distribution

DOI10.1080/03610926.2011.577550zbMath1298.62085OpenAlexW2021474374MaRDI QIDQ5299058

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Publication date: 25 June 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.577550

zbMATH Keywords

loss functionBayes estimatorKullback-Leibler divergenceBessel functionconjugate prior distributionmatrix variate gamma distributioninverted matrix variate gamma distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Related Items (12)

Infinite matrix products and the representation of the matrix gamma function ⋮ Properties of matrix variate confluent hypergeometric function distribution ⋮ A bimatrix variate gamma distribution ⋮ On the singular gamma, Wishart, and beta matrix‐variate density functions ⋮ Jones-Balakrishnan property for matrix variate beta distributions ⋮ Bimatrix variate Kummer-gamma distribution ⋮ Extended matrix variate hypergeometric functions and matrix variate distributions ⋮ Unnamed Item ⋮ Density and distribution evaluation for convolution of independent gamma variables ⋮ Matrix variate Macdonald distribution ⋮ Bimatrix variate gamma-beta distributions ⋮ Closed-form estimator for the matrix-variate Gamma distribution

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