Exponential probability distribution on symmetric matrices

DOI10.1016/j.spl.2018.08.013zbMath1414.62174OpenAlexW2889014360WikidataQ115566838 ScholiaQ115566838MaRDI QIDQ1726822

Amel Roula, Abdelhamid Hassairi

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.08.013

zbMATH Keywords

Mellin transformexponential distributionreliability functionWishart distributiongeneralized power

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

Exponential and related probability distributions on symmetric matrices

Cites Work

• Remarks on the Cauchy functional equation and variations of it
• A characterization of the Riesz probability distribution
• Characterizations of the beta distribution on symmetric matrices
• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
• Matrix-Exponential Distributions in Applied Probability
• Riesz exponential families on symmetric cones
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