Wishart laws and variance function on homogeneous cones

DOI10.19195/0208-4147.39.2.6zbMath1440.62228arXiv1802.02352OpenAlexW3011008711MaRDI QIDQ5109848

Piotr Graczyk, Hideyuki Ishi, Bartosz Kołodziejek

Publication date: 13 May 2020

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.02352

zbMATH Keywords

variance functionnatural exponential familiesRiesz measurehomogeneous conesgraphical conesWishart laws

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Positive matrices and their generalizations; cones of matrices (15B48) Probabilistic graphical models (62H22)

Related Items (6)

Wigner and Wishart ensembles for sparse Vinberg models ⋮ Wishart exponential families on cones related to tridiagonal matrices ⋮ Wishart laws and variance function on homogeneous cones ⋮ Special Vinberg cones ⋮ Characterization of the Riesz exponential family on homogeneous cones ⋮ On Gaussian group convex models

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