Duality between matrix variate \(t\) and matrix variate V.G. distributions (Q2507766): Difference between revisions
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Latest revision as of 02:43, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality between matrix variate \(t\) and matrix variate V.G. distributions |
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Duality between matrix variate \(t\) and matrix variate V.G. distributions (English)
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5 October 2006
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characteristic function
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inversion theorem
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inverted Wishart
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log return
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matrix generalized inverse Gaussian
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matrix variate distributions
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variance-gamma
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