Wishart distributions on homogeneous cones

DOI10.1007/s10959-004-0576-zzbMath1058.62044OpenAlexW2067909948MaRDI QIDQ1770893

G. G. Wojnar, Steen Arne Andersson

Publication date: 7 April 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-004-0576-z

zbMATH Keywords

exponential familiesposetshomogeneous conesWishart distributionsVinberg algebrasmatrices with zeroesnormal graphical models

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Wigner and Wishart ensembles for sparse Vinberg models, Wishart distributions for decomposable graphs, Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss, Maximal invariants for Lorentz-Wishart models, Linear optimization over homogeneous matrix cones, Comment on: Sequences of regressions and their independences, Wishart laws and variance function on homogeneous cones, Wishart distributions for decomposable covariance graph models, Sparse matrix decompositions and graph characterizations, Existence and uniqueness of solutions for homogeneous cone complementarity problems, Riesz measures and Wishart laws associated to quadratic maps, Octonions in random matrix theory, Characterization of the Wishart distributions on homogeneous cones, Wishart distributions on homogeneous cones, On Riesz and Wishart distributions associated with decomposable undirected graphs, Distribution of the product of a singular Wishart matrix and a normal vector, Unnamed Item, Special Vinberg cones, Characterization of the Wishart Distribution on Homogeneous Cones in the Bobecka and Wesolowski Way, Characterization of the Riesz exponential family on homogeneous cones, EXTENSION OF THE OLKIN AND RUBIN CHARACTERIZATION TO THE WISHART DISTRIBUTION ON HOMOGENEOUS CONES

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