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Independence characterization for Wishart and Kummer random matrices

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Publication:5142060
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zbMath1455.62045arXiv1706.09718MaRDI QIDQ5142060

Bartosz Kołodziejek, Agnieszka Piliszek

Publication date: 29 December 2020

Full work available at URL: https://arxiv.org/abs/1706.09718


zbMATH Keywords

random matricesfunctional equationsWishart distributionindependence characterizationmatrix-Kummer distribution


Mathematics Subject Classification ID

Functional data analysis (62R10) Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Matrix and operator functional equations (39B42)


Related Items (1)

Regression conditions that characterize free-Poisson and free-Kummer distributions







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