The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones

DOI10.1214/aos/1032894464zbMath0906.62053OpenAlexW2037128578MaRDI QIDQ1816572

Publication date: 22 February 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032894464

zbMATH Keywords

Jordan algebra natural exponential families beta distributions Dirichlet distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10) Jordan algebras (algebras, triples and pairs) (17C99)

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Cites Work