Characterization of the Dirichlet distribution on symmetric matrices

DOI10.1016/j.spl.2006.07.016zbMath1108.62051OpenAlexW2084336716MaRDI QIDQ876975

Abdelhamid Hassairi, Mohamed Ben Farah

Publication date: 19 April 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.07.016

zbMATH Keywords

multivariate beta functionmultivariate gamma functionWishart distributiongamma distributionDirichlet distributionbeta distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Mixture of the Riesz Distribution with Respect to a Multivariate Poisson ⋮ On the Dirichlet distributions on symmetric matrices

Cites Work

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• A transient random walk on stochastic matrices with Dirichlet distributions
• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
• Quadratic and inverse regressions for Wishart distributions.
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• A Characterization of the Wishart Distribution
• A Characterization of the Gamma Distribution
• An expectation formula for the multivariate Dirichlet distribution

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