On conditional applications of matrix variate normal distribution

MaRDI QIDQ2932582zbMATH OpenFDO

Authors

Publication date 2 December 2014

Full work available at URL http://www.ijmsi.ir/browse.php?slc_lang=en&sid=1&a_id=139

zbMATH Keywords

Bayes estimatorcharacteristic functiongeneralized matrix \(t\)-distributionKullback Leibler divergence lossmatrix variate gamma distributionmatrix variate normal distribution

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(5)

• A bimatrix variate gamma distribution
• Classification With the Matrix-Variate-t Distribution
• Generalized matrix t distribution based on new matrix gamma distribution
• Matrix variate generalized asymmetric Laplace distributions
• An adaptive kriging method for solving nonlinear inverse statistical problems

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