Extensions of Type G and Marginal Infinite Divisibility (Q4442904)
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scientific article; zbMATH DE number 2030775
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| English | Extensions of Type G and Marginal Infinite Divisibility |
scientific article; zbMATH DE number 2030775 |
Statements
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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0.765618085861206
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0.7469428181648254
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0.7469428181648254
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0.7360264658927917
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