Vilca, Filidor; Balakrishnan, N.; Zeller, Camila Borelli - In: Journal of Multivariate Analysis 128 (2014) C, pp. 73-85
The Generalized Inverse Gaussian (GIG) distribution has found many interesting applications; see Jørgensen [24]. This rich family includes some well-known distributions, such as the inverse Gaussian, gamma and exponential, as special cases. These distributions have been used as the mixing...
