Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions
DOI10.24033/bsmf.2603zbMath1213.62089arXiv1004.3148OpenAlexW2964289556MaRDI QIDQ3169210
Jacek Wesołowski, Gérard Letac
Publication date: 28 April 2011
Published in: Bulletin de la Société mathématique de France (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1004.3148
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Jordan structures associated with other structures (17C50) Quadratic and bilinear forms, inner products (15A63) Jordan algebras (algebras, triples and pairs) (17C99)
Related Items (3)
Cites Work
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