Kozubowski, Tomasz J.; Mazur, Stepan; Podgórski, Krzysztof - 2022
There is considerable literature on matrix-variate gamma distributions, also known as Wishart distributions, which are …-known singular Wishart as well as non-singular matrix-variate gamma distributions, the proposed class includes new singular matrix … random gamma matrices. For the class of Laplace rectangular matrices, we obtain distributional identities that follow from …