Matrix Variate θ-Generalized Normal Distribution

DOI10.2307/2154823MaRDI QIDQ4846124zbMATH OpenOpenAlexFDO

Authors Arjun K. Gupta, T. Varga

Publication date 10 December 1995

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2154823

zbMATH Keywords

momentsrobustnesscharacterizationmaximal entropymatrix variate generalized normal distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Matrix generalization of distributions related to the normal law
• Publication:3490781
• A characterization of matrix variate normal distribution
• scientific article; zbMATH DE number 5883691
• Characterization of matrix variate normal distributions
• A note on matrix variate normal distribution
• Generalised matricvariate $T$-distribution

Cited in

(4)

• scientific article; zbMATH DE number 5779009 (Why is no real title available?)
• Generalised matricvariate $T$-distribution
• Matrix generalization of distributions related to the normal law
• A MATRIX VARIATE GENERALIZATION OF THE POWER EXPONENTIAL FAMILY OF DISTRIBUTIONS

This page was built for publication: Matrix Variate θ-Generalized Normal Distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4846124)