On the Matrix-Variate Beta Distribution

DOI10.1080/03610926.2010.546545zbMath1319.60029OpenAlexW2020153393MaRDI QIDQ3168552

Raoudha Zine

Publication date: 31 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.546545

zbMATH Keywords

Wishart distributionsymmetric matricesRiesz distributionCholesky decompositionbeta distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

Extended matrix variate gamma and beta functions ⋮ The extended matrix-variate beta probability distribution on symmetric matrices ⋮ Characterization of beta distribution on symmetric cones

Cites Work

• On the Dirichlet distributions on symmetric matrices
• Characterizations of the beta distribution on symmetric matrices
• Matrix-variate beta distribution
• Beta-Riesz distributions on symmetric cones
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• An independence property for the product of GIG and gamma laws
• Riesz inverse Gaussian distributions
• The Matsumoto\,-\,Yor property and the structure of the Wishart distribution
• A Characterization of the Wishart Distribution
• Slippage Problems
• Riesz exponential families on symmetric cones

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