There is considerable literature on matrix-variate gamma distributions, also known as Wishart distributions, which are … to the well-known singular Wishart as well as non-singular matrix-variate gamma distributions, the proposed class … includes new singular matrix-variate distributions, with the shape parameter outside of the Gindikin set. This singular, non …

financial or other empirical data. We consider extensions of the GAL distribution to the matrix variate case, which arise as … covariance mixtures of matrix variate normal distributions. Two different mixing mechanisms connected with the nature of the … random scaling matrix are considered, leading to what we term matrix variate GAL distributions of Type I and II. While Type I …

financial or other empirical data. We consider extensions of the GAL distribution to the matrix variate case, which arise as … covariance mixtures of matrix variate normal distributions. Two different mixing mechanisms connected with the nature of the … random scaling matrix are considered, leading to what we term matrix variate GAL distributions of Type I and II. While Type I …

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-variate … matrix-variate Laplace distributions arises naturally in this set-up as the distributions of the off-diagonal blocks of …

that the asset returns follow a matrix variate closed skew-normal distribution.We establish a stochastic representation of …