Wilks’ factorization of the matrix-variate Dirichlet–Riesz distributions

DOI10.1080/03610926.2015.1085565zbMath1368.60019OpenAlexW2402878965MaRDI QIDQ4975157

Raoudha Zine, Mariem Tounsi

Publication date: 3 August 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2015.1085565

zbMATH Keywords

random matricesWishart distributionRiesz distributiondivision algorithmbeta-Riesz distributionDirichlet-Riesz distributionWilks factorization

Mathematics Subject Classification ID

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

Related Items (1)

The extended matrix-variate beta probability distribution on symmetric matrices

Cites Work

• Unnamed Item
• On the distribution of the latent roots of a complex Wishart matrix (non- central case)
• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
• Matrix-variate beta distribution
• Beta-Riesz distributions on symmetric cones
• Riesz inverse Gaussian distributions
• Statistical distributions of Hermitian quadratic forms in complex Gaussian variables
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• Riesz exponential families on symmetric cones

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