Kozubowski, Tomasz J.; Mazur, Stepan; Podgórski, Krzysztof - 2022
There is considerable literature on matrix-variate gamma distributions, also known as Wishart distributions, which are … to the well-known singular Wishart as well as non-singular matrix-variate gamma distributions, the proposed class … includes new singular matrix-variate distributions, with the shape parameter outside of the Gindikin set. This singular, non …