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

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Property / DOI: 10.1016/j.jmva.2015.05.018 / rank
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Property / OpenAlex ID: W2194303268 / rank
 
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Latest revision as of 03:01, 10 December 2024

scientific article
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The Matsumoto-Yor property on trees for matrix variates of different dimensions
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    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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