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More on connections between Wishart and matrix GIG distributions

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  • V. Seshadri
  • J. Wesołowski

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  • V. Seshadri & J. Wesołowski, 2008. "More on connections between Wishart and matrix GIG distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(2), pages 219-232, September.
    • Handle: RePEc:spr:metrik:v:68:y:2008:i:2:p:219-232
    DOI: 10.1007/s00184-007-0154-3
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    References listed on IDEAS

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    1. M. Casalis & G. Letac, 1994. "Characterization of the Jorgensen set in generalized linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 3(1), pages 145-162, June.
    2. Ronald W. Butler, 1998. "Generalized Inverse Gaussian Distributions and their Wishart Connections," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 25(1), pages 69-75, March.
    3. Massam, Hélène & Wesolowski, Jacek, 2006. "The Matsumoto-Yor property and the structure of the Wishart distribution," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 103-123, January.
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    Cited by:

    1. Bobecka, Konstancja, 2015. "The Matsumoto–Yor property on trees for matrix variates of different dimensions," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 22-34.
    2. Jolanta Misiewicz & Jacek Wesołowski, 2012. "Winding planar probabilities," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(4), pages 507-519, May.
    3. Kozubowski, Tomasz J. & Mazur, Stepan & Podgórski, Krzysztof, 2022. "Matrix Gamma Distributions and Related Stochastic Processes," Working Papers 2022:12, Örebro University, School of Business.

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    Keywords

    Wishart matrix; GIG distribution;

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