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- W2078503364 abstract "Matsumoto and Yor have recently discovered an interesting invariance property of a product of the generalized inverse Gaussian and gamma distributions. In this paper we obtain: (1) a complete regression version of its converse; (2) a converse to the matrix variate Matsumoto–Yor property which extends an earlier result. Of independent interest is a functional equation for matrix valued functions, which has been solved in the course of investigation of the second problem." @default.
- W2078503364 created "2016-06-24" @default.
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- W2078503364 date "2002-07-01" @default.
- W2078503364 modified "2023-09-27" @default.
- W2078503364 title "The Matsumoto–Yor independence property for GIG and Gamma laws, revisited" @default.
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- W2078503364 doi "https://doi.org/10.1017/s030500410200587x" @default.
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