A truncated matrix variate gamma distribution
A truncated form of a matrix variate gamma distribution is introduced and a number of properties of this distribution such as cumulative distribution function, orthogonal invariance, moment generating function, marginal distribution of block matrices, and moments are derived. Some results on distrib...
| Päätekijät: | , , |
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| Aineistotyyppi: | Artikkeli |
| Kieli: | English |
| Julkaistu: |
Elsevier
2024-05-01
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| Sarja: | Results in Applied Mathematics |
| Aiheet: | |
| Linkit: | http://www.sciencedirect.com/science/article/pii/S2590037424000165 |