An \(n\)-variate characterization of the gamma and the complex Wishart densities

DOI10.1016/S0893-9659(97)00070-0zbMath0884.62055MaRDI QIDQ1372318

Arjun K. Gupta, D. G. Kabe

Publication date: 5 April 1998

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

independencemoment generating functionsymmetric matricesDirichlet density

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

Some gamma distributions ⋮ Moments and cumulants for the complex Wishart

Cites Work

• The distribution of matrix quotients
• Classical statistical analysis based on a certain hypercomplex multivariate normal distribution
• A characterization of the gamma distribution from a random difference equation
• A Characterization of the Gamma Distribution

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