EXTENSION OF THE OLKIN AND RUBIN CHARACTERIZATION TO THE WISHART DISTRIBUTION ON HOMOGENEOUS CONES

DOI10.1142/S0219025711004547zbMath1277.60027arXiv1002.1451OpenAlexW2963031038MaRDI QIDQ3114601

Imen Boutouria, Hélène Massam, Abdelhamid Hassairi

Publication date: 19 February 2012

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.1451

zbMATH Keywords

orthogonal groupWishart distributionhomogeneous coneVinberg algebra

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (5)

On the Lukacs property for free random variables ⋮ The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the ``quotient ⋮ Linear optimization over homogeneous matrix cones ⋮ Dual Lukacs regressions for non-commutative variables ⋮ Unnamed Item

Cites Work

• Wishart distributions on homogeneous cones
• The Matsumoto\,-\,Yor property and the structure of the Wishart distribution
• Wishart distributions for decomposable graphs
• Characterization of the Wishart Distribution on Homogeneous Cones in the Bobecka and Wesolowski Way
• A Characterization of the Wishart Distribution
• The Lukacs–Olkin–Rubin theorem without invariance of the ``quotient
• A Characterization of the Gamma Distribution
• Riesz exponential families on symmetric cones

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