Kshirsagar-Tan independence property of beta matrices and related characterizations

DOI10.3150/07-BEJ118zbMath1155.62041arXiv0810.4427MaRDI QIDQ1002549

Konstancja Bobecka, Jacek Wesołowski

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.4427

zbMATH Keywords

independencefunctional equationsperpetuitiesDirichlet distributionbeta matrixunivariate beta distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Random matrices (algebraic aspects) (15B52)

Related Items (1)

Characterization of beta distribution on symmetric cones

Cites Work

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