Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms

DOI10.1016/j.laa.2009.11.017zbMath1180.62078OpenAlexW2083274032MaRDI QIDQ846309

Joe Masaro, Chi Song Wong

Publication date: 9 February 2010

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2009.11.017

zbMATH Keywords

Jordan algebrasWishart distributionCochran theoremLaplacian distributionmatrix quadratic formmultivariate normal matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Jordan structures associated with other structures (17C50) Jordan algebras (algebras, triples and pairs) (17C99)

Related Items (1)

Wishart-Laplace distributions associated with matrix quadratic forms

Cites Work

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• Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

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