Matrix variate gamma distributions with unrestricted shape parameter

DOI10.1016/J.JMVA.2025.105457MaRDI QIDQ6946408zbMATH OpenFDO

Authors Tomasz J. Kozubowski, Stepan Mazur, Krzysztof Podgórski

Publication date 6 August 2025

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

singular Wishart distributionmatrix gamma distributionmatrix Laplace distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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