Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones

DOI10.1007/BF01856547zbMath0847.62042OpenAlexW2074846584MaRDI QIDQ1915257

Hélène Massam, Gérard Letac

Publication date: 8 October 1996

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01856547

zbMATH Keywords

Euclidean Jordan algebraWishart distributionsCraig-Sakamoto theoremexponential families on convex cones

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Jordan algebras (algebras, triples and pairs) (17C99)

Related Items

A reformulation of the criteria for the independence of quadratic functions in normal variables ⋮ A generalization of the Craig-Sakamoto theorem to Euclidean Jordan algebras ⋮ Random matrices with complex Gaussian entries ⋮ An analytical proof of Ogawa's determinantal theorem ⋮ A tale of two countries: The Craig-Sakamoto-Matusita theorem ⋮ The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones

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