Matrix variate generalized asymmetric Laplace distributions

DOI10.1090/TPMS/1197OpenAlexW4387306333MaRDI QIDQ6050281

Stepan Mazur, Krzysztof Podgórski, Tomasz J. Kozubowski

Publication date: 12 October 2023

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1197

zbMATH Keywords

distribution theorynormal variance-mean mixturematrix variate distributiongeneralized asymmetric Laplace distributionvariance gamma distributionmatrix variate gamma distributioncovariance mixture of Gaussian distributionsMatG distributionmatrix gamma-normal distributionmatrix variate T distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

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