Characterization of the Wishart Distribution on Homogeneous Cones in the Bobecka and Wesolowski Way

DOI10.1080/03610920802578604zbMath1173.60006OpenAlexW2005691374MaRDI QIDQ3396358

Imen Boutouria

Publication date: 18 September 2009

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

Full work available at URL: https://doi.org/10.1080/03610920802578604

zbMATH Keywords

functional equationWishart distributionhomogeneous coneVinberg algebra

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Probability theory on linear topological spaces (60B11)

Related Items (8)

The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the ``quotient ⋮ On characterizing the complex Wishart distribution ⋮ Characterization Theorems for the B-q-Binomial and the q-Poisson Distributions ⋮ Dual Lukacs regressions for non-commutative variables ⋮ Mixture of the Riesz Distribution with Respect to a Multivariate Poisson ⋮ Unnamed Item ⋮ EXTENSION OF THE OLKIN AND RUBIN CHARACTERIZATION TO THE WISHART DISTRIBUTION ON HOMOGENEOUS CONES ⋮ Multiplicative Cauchy functional equation on symmetric cones

Cites Work

• Wishart distributions on homogeneous cones
• Quadratic and inverse regressions for Wishart distributions.
• A Characterization of the Wishart Distribution
• The Lukacs–Olkin–Rubin theorem without invariance of the ``quotient

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