On Inverted Matrix Variate Gamma Distribution

DOI10.1080/03610926.2011.577550MaRDI QIDQ5299058zbMATH OpenOpenAlexFDO

Authors

Publication date 25 June 2013

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.577550

zbMATH Keywords

Bayes estimatorBessel functionconjugate prior distributioninverted matrix variate gamma distributionKullback-Leibler divergenceloss functionmatrix variate gamma distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

Cites work

• Bayesian multivariate normal analysis under the extended reflected normal loss function
• Bayesian multivariate normal analysis with a wishart prior
• Bessel functions of matrix argument
• Bilinear forms and zonal polynomials
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Estimation of a covariance matrix under Stein's loss
• Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 1907205 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• scientific article; zbMATH DE number 5224144 (Why is no real title available?)
• Multivariate statistics. High dimensional and large-sample approximations.
• On Bayesian inference for generalized multivariate gamma distribution
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• On the matrix-variate generalized hyperbolic distribution and its Bayesian applications
• Some Non-Central Distribution Problems in Multivariate Analysis

Cited in

(16)

• Density and distribution evaluation for convolution of independent gamma variables
• Properties of matrix variate confluent hypergeometric function distribution
• Extended matrix variate hypergeometric functions and matrix variate distributions
• Bimatrix variate Kummer-gamma distribution
• The geometric structure of the inverse gamma distribution
• A bimatrix variate gamma distribution
• Matrix variate Macdonald distribution
• Infinite matrix products and the representation of the matrix gamma function
• Bimatrix variate gamma-beta distributions
• Closed-form estimator for the matrix-variate gamma distribution
• Generalized matrix t distribution based on new matrix gamma distribution
• On the singular gamma, Wishart, and beta matrix‐variate density functions
• Jones-Balakrishnan property for matrix variate beta distributions
• A truncated matrix variate gamma distribution
• Approximate distribution of eigenvalues of a generalized Wishart matrix under an extended Gaussian model
• Soft computing for the posterior of a matrix t graphical network

This page was built for publication: On Inverted Matrix Variate Gamma Distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5299058)