More on connections between Wishart and matrix GIG distributions

DOI10.1007/s00184-007-0154-3zbMath1433.62050OpenAlexW2148522021MaRDI QIDQ745452

Jacek Wesołowski, Vanamamalai Seshadri

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-007-0154-3

zbMATH Keywords

Wishart matrixGIG distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Random operators and equations (aspects of stochastic analysis) (60H25) Probability theory on linear topological spaces (60B11)

Related Items (4)

Winding planar probabilities ⋮ Kshirsagar-Tan independence property of beta matrices and related characterizations ⋮ The Matsumoto-Yor property on trees for matrix variates of different dimensions ⋮ Maximum likelihood and maximum a posteriori estimators for the Riesz probability distribution

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