On the Dirichlet distributions on symmetric matrices

DOI10.1016/j.jspi.2008.11.014zbMath1162.62046OpenAlexW1980639625MaRDI QIDQ1021990

Mohamed Ben Farah, Abdelhamid Hassairi

Publication date: 9 June 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.11.014

zbMATH Keywords

Wishart distributionDirichlet distributionbeta distributionspherical Fourier transform

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

Related Items

Beta-hypergeometric probability distribution on symmetric matrices ⋮ On the Matrix-Variate Beta Distribution ⋮ Extended matrix variate gamma and beta functions ⋮ The extended matrix-variate beta probability distribution on symmetric matrices ⋮ Characterization of the Three-Variate Inverted Dirichlet Distributions

Cites Work

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• Characterization of the Dirichlet distribution on symmetric matrices
• A transient random walk on stochastic matrices with Dirichlet distributions
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• A Characterization of the Wishart Distribution
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• Concepts of Independence for Proportions with a Generalization of the Dirichlet Distribution
• A Characterization of the Dirichlet Distribution
• Products of Independent Beta Variables with Applications to Connor and Mosimann's Generalized Dirichlet Distribution
• A Characterization of the Gamma Distribution
• Riesz exponential families on symmetric cones

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