A matrix each of whose elements is a variate. These variates need not be independent, and if they are not, a correlation is said to exist between them.
Matrix Variate
See also
Multivariate, VariateExplore with Wolfram|Alpha
References
Evans, M.; Hastings, N.; and Peacock, B. Statistical Distributions, 3rd ed. New York: Wiley, p. 5, 2000.Referenced on Wolfram|Alpha
Matrix VariateCite this as:
Weisstein, Eric W. "Matrix Variate." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/MatrixVariate.html