Matrix Variate Generalized Laplace Distributions
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References listed on IDEAS
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More about this item
Keywords
Covariance mixture of Gaussian distributions; distribution theory; generalized Laplace distribution; MatG distribution; matrix variate distribution; matrix variate gamma distribution; matrix gamma-normal distribution; matrix variate t distribution; normal variance-mean mixture; variance gamma distribution;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
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