Extensions of Type G and Marginal Infinite Divisibility (Q4442904)
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scientific article; zbMATH DE number 2030775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extensions of Type G and Marginal Infinite Divisibility |
scientific article; zbMATH DE number 2030775 |
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Extensions of Type G and Marginal Infinite Divisibility (English)
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21 January 2004
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inverse Wishart distribution
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matrix inverse Gaussian law
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multivariate normal inverse Gaussian law
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multivariate stable laws
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random positive definite matrices
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self-decomposability
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