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Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms - MaRDI portal

Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms (Q846309)

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scientific article; zbMATH DE number 5667888
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Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms
scientific article; zbMATH DE number 5667888

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    Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms (English)
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    9 February 2010
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    matrix quadratic form
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    Laplacian distribution
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    Wishart distribution
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    Jordan algebras
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    multivariate normal matrix
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    Cochran theorem
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