Characterizations of the beta distribution on symmetric matrices

DOI10.1016/j.jmva.2009.01.005zbMath1168.60309OpenAlexW2124715249MaRDI QIDQ1026357

O. Regaig, Abdelhamid Hassairi

Publication date: 24 June 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.01.005

zbMATH Keywords

orthogonal groupWishart distributionregressionbeta distributionspherical Fourier transform

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (8)

Beta-hypergeometric probability distribution on symmetric matrices ⋮ On the Matrix-Variate Beta Distribution ⋮ Extended matrix variate gamma and beta functions ⋮ Yang-Baxter maps and independence preserving property ⋮ The extended matrix-variate beta probability distribution on symmetric matrices ⋮ Characterization of beta distribution on symmetric cones ⋮ Exponential probability distribution on symmetric matrices ⋮ Kshirsagar-Tan independence property of beta matrices and related characterizations

Cites Work

• Beta-Riesz distributions on symmetric cones
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• A Characterization of the Wishart Distribution
• Bochner and Schoenberg theorems on symmetric spaces in the complex case
• Asymptotic Distributions of Some Multivariate Tests
• A Characterization of the Gamma Distribution
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