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Volumn 25, Issue 1, 1998, Pages 69-75

Generalized inverse Gaussian distributions and their Wishart connections

Author keywords

Generalized hyperbolic distribution; Generalized inverse Gaussian distribution; Inverse Gaussian distribution; Matrix generalized hyperbolic distribution; Matrix generalized inverse Gaussian distribution

Indexed keywords


EID: 0032360547     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00089     Document Type: Article
Times cited : (29)

References (12)
  • 2
    • 0000739010 scopus 로고
    • Hyperbolic distributions and distributions on hyperbolae
    • Barndorff-Nielsen, O. (1978). Hyperbolic distributions and distributions on hyperbolae. Scand. J. Statist. 5, 151-157.
    • (1978) Scand. J. Statist. , vol.5 , pp. 151-157
    • Barndorff-Nielsen, O.1
  • 3
    • 0001728412 scopus 로고
    • Hyperbolic distributions
    • (Kotz, S., Johnson, N. L. & Read, C., eds). Wiley, New York
    • Barndorff-Nielsen, O. & Blæsild, P. (1983). Hyperbolic distributions. Encyclopedia of statistical sciences 3. (Kotz, S., Johnson, N. L. & Read, C., eds). Wiley, New York.
    • (1983) Encyclopedia of Statistical Sciences , vol.3
    • Barndorff-Nielsen, O.1    Blæsild, P.2
  • 6
    • 84865907846 scopus 로고
    • Conditioning with conic sections in the two-dimensional normal distribution
    • Blæsild, P. (1979). Conditioning with conic sections in the two-dimensional normal distribution. Ann. Statist. 7, 659-670.
    • (1979) Ann. Statist. , vol.7 , pp. 659-670
    • Blæsild, P.1
  • 8
    • 0000202526 scopus 로고
    • Bessel functions of matrix argument
    • Herz, C. S. (1955). Bessel functions of matrix argument. Ann. Math, 61, 474-523.
    • (1955) Ann. Math , vol.61 , pp. 474-523
    • Herz, C.S.1
  • 10
    • 0003658083 scopus 로고
    • Statistical properties of the generalized inverse Gaussian distribution
    • Springer-Verlag, New York
    • Jørgensen, B. (1982). Statistical properties of the generalized inverse Gaussian distribution, Lecture Notes in Statistics No. 9. Springer-Verlag, New York.
    • (1982) Lecture Notes in Statistics No. 9
    • Jørgensen, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.