Title: Generalized Inverse Gaussian Distributions and their Wishart Connections
Abstract:The matrix generalized inverse Gaussian distribution (MGIG) is shown to arise as a conditional distribution of components of a Wishart distributio n. In the special scalar case, the characterization r...The matrix generalized inverse Gaussian distribution (MGIG) is shown to arise as a conditional distribution of components of a Wishart distributio n. In the special scalar case, the characterization refers to members of the class of generalized inverse Gaussian distributions (GIGs) and includes the inverse Gaussian distribution among othersRead More
Publication Year: 1998
Publication Date: 1998-03-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 25
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot