Matrix gamma distributions and related stochastic processes
Year of publication: |
2022
|
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Authors: | Kozubowski, Tomasz J. ; Mazur, Stepan ; Podgórski, Krzysztof |
Publisher: |
Örebro : Örebro University School of Business |
Subject: | Random matrices | singular random matrices | distribution theory | matrix-variate gamma distribution | Wishart distribution | matrix-variate Laplace distribution | infinitely divisible and stable distributions | matrix-valued Levy processes | triangular matrix-valued Rayleigh process | matrix-variate gamma process | characterization and structure for multivariate probability distributions |
Series: | Working Paper ; 12/2022 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1828208450 [GVK] hdl:10419/274597 [Handle] RePEc:hhs:oruesi:2022_012 [RePEc] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; c46 |
Source: |
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