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• W2022240938 startingPage "511" @default.
• W2022240938 abstract "In the first part of the paper, we introduce the matrix-variate generalized hyperbolic distribution by mixing the matrix normal distribution with the matrix generalized inverse Gaussian density. The p-dimensional generalized hyperbolic distribution of [Barndorff-Nielsen, O. (1978). Hyperbolic distributions and distributions on hyperbolae. Scand. J. Stat., 5, 151–157], the matrix-T distribution and many well-known distributions are shown to be special cases of the new distribution. Some properties of the distribution are also studied. The second part of the paper deals with the application of the distribution in the Bayesian analysis of the normal multivariate linear model." @default.
• W2022240938 created "2016-06-24" @default.
• W2022240938 creator A5029801001 @default.
• W2022240938 creator A5055427615 @default.
• W2022240938 date "2004-12-01" @default.
• W2022240938 modified "2023-10-18" @default.
• W2022240938 title "On the matrix-variate generalized hyperbolic distribution and its Bayesian applications" @default.
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• W2022240938 doi "https://doi.org/10.1080/02331880412331319279" @default.
• W2022240938 hasPublicationYear "2004" @default.
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