Beta-Riesz distributions on symmetric cones

DOI10.1016/j.jspi.2004.02.008zbMath1067.60004OpenAlexW2042905948MaRDI QIDQ1781517

Raoudha Zine, Sallouha Lajmi, Abdelhamid Hassairi

Publication date: 27 June 2005

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.2004.02.008

zbMATH Keywords

Wishart distributionRiesz distributionDivision algorithm

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (13)

On the Matrix-Variate Beta Distribution ⋮ The Riesz probability distribution: Generation and EM algorithm ⋮ A note on the moments of the Riesz distribution ⋮ The extended matrix-variate beta probability distribution on symmetric matrices ⋮ Characterization of beta distribution on symmetric cones ⋮ Elliptical affine shape distributions for real normed division algebras ⋮ On Riesz distribution ⋮ On the projections of the Dirichlet probability distribution on symmetric cones ⋮ A characterization of the Riesz probability distribution ⋮ Mixture of the Riesz Distribution with Respect to a Multivariate Poisson ⋮ Wilks’ factorization of the matrix-variate Dirichlet–Riesz distributions ⋮ Maximum likelihood and maximum a posteriori estimators for the Riesz probability distribution ⋮ Characterizations of the beta distribution on symmetric matrices

Cites Work

• Unnamed Item
• Unnamed Item
• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
• On transformations and determinants of Wishart variables on symmetric cones
• Quadratic and inverse regressions for Wishart distributions.
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• A Characterization of the Wishart Distribution
• Slippage Problems
• Some Contributions to Anova in One or More Dimensions: I
• A Characterization of the Gamma Distribution
• Riesz exponential families on symmetric cones

This page was built for publication: Beta-Riesz distributions on symmetric cones