Kokonendji, Célestin C.; Masmoudi, Afif - In: Statistics & Probability Letters 83 (2013) 7, pp. 1692-1698
We study the k-dimensional gamma-Gaussian model (k1) composed by distributions of random vector X=(X1,X2,…,Xk)⊤, where X1 is a univariate gamma distributed, and (X2,…,Xk) given X1 are k−1 real independent Gaussian variables with variance X1. We first solve a particular Monge–Ampère...