Matrix variate generalized asymmetric Laplace distributions (Q6050281)

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scientific article; zbMATH DE number 7748860
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Matrix variate generalized asymmetric Laplace distributions
scientific article; zbMATH DE number 7748860

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    Matrix variate generalized asymmetric Laplace distributions (English)
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    12 October 2023
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    covariance mixture of Gaussian distributions
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    distribution theory
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    generalized asymmetric Laplace distribution
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    MatG distribution
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    matrix variate distribution
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    matrix variate gamma distribution
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    matrix gamma-normal distribution
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    matrix variate T distribution
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    normal variance-mean mixture
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    variance gamma distribution
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