On Inverted Matrix Variate Gamma Distribution
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Publication:5299058
DOI10.1080/03610926.2011.577550zbMath1298.62085OpenAlexW2021474374MaRDI QIDQ5299058
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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
loss functionBayes estimatorKullback-Leibler divergenceBessel functionconjugate prior distributionmatrix variate gamma distributioninverted matrix variate gamma distribution
Related Items (12)
Infinite matrix products and the representation of the matrix gamma function ⋮ Properties of matrix variate confluent hypergeometric function distribution ⋮ A bimatrix variate gamma distribution ⋮ On the singular gamma, Wishart, and beta matrix‐variate density functions ⋮ Jones-Balakrishnan property for matrix variate beta distributions ⋮ Bimatrix variate Kummer-gamma distribution ⋮ Extended matrix variate hypergeometric functions and matrix variate distributions ⋮ Unnamed Item ⋮ Density and distribution evaluation for convolution of independent gamma variables ⋮ Matrix variate Macdonald distribution ⋮ Bimatrix variate gamma-beta distributions ⋮ Closed-form estimator for the matrix-variate Gamma distribution
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