Kozubowski, Tomasz J.; Mazur, Stepan; Podgórski, Krzysztof - 2022
There is considerable literature on matrix-variate gamma distributions, also known as Wishart distributions, which are …-known singular Wishart as well as non-singular matrix-variate gamma distributions, the proposed class includes new singular matrix … matrix-variate Laplace distributions arises naturally in this set-up as the distributions of the off-diagonal blocks of …