Characterization of matrix probability distributions by mean residual lifetime

DOI10.1017/S0305004100066305zbMath0612.62073OpenAlexW1965277580MaRDI QIDQ3753301

Peter E. Jupp

Publication date: 1986

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0305004100066305

zbMATH Keywords

characterizationrandom matrixPareto distributionsmean residual lifetimeMatrix exponentialrandom symmetric matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Random matrices (algebraic aspects) (15B52)

Cites Work

• Bessel functions of matrix argument
• A characterization of the multivariate Pareto distribution
• Techniques of multivariate calculation
• Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
• Four Applications of a Bivariate Pareto Distribution
• Characterization theorems using conditional expectations

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