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...
Gardado en:
| Principais autores: | , , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Elsevier
2024-05-01
|
| Series: | Results in Applied Mathematics |
| Assuntos: | |
| Acceso en liña: | http://www.sciencedirect.com/science/article/pii/S2590037424000165 |
| Tags: |
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|