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probability or more rapidly than when series are examined on a case-by-case basis. Some asymptotic theory is developed for maximum …
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There is considerable literature on matrix-variate gamma distributions, also known as Wishart distributions, which are driven by a shape parameter with values in the (Gindikin) set {i/2, i = 1, . . . , k−1}∪((k−1)/2, ∞). We provide an extension of this class to the case where the shape...
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