On the matrix-variate generalized hyperbolic distribution and its Bayesian applications (Q4651106)
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scientific article; zbMATH DE number 2135461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the matrix-variate generalized hyperbolic distribution and its Bayesian applications |
scientific article; zbMATH DE number 2135461 |
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On the matrix-variate generalized hyperbolic distribution and its Bayesian applications (English)
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21 February 2005
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matrix-variate generalized hyperbolic distribution
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matrix normal distribution
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matrix generalized inverse Gaussian distribution
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normal multivariate linear model
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posterior and prediction distribution
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