Characterization of beta distribution on symmetric cones

DOI10.1016/j.jmva.2015.10.004zbMath1328.62309arXiv1501.02193OpenAlexW1839722009WikidataQ57735325 ScholiaQ57735325MaRDI QIDQ900824

Bartosz Kołodziejek

Publication date: 23 December 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.02193

zbMATH Keywords

functional equationssymmetric conesdivision algorithmbeta distributionfundamental equation of informationbeta-Riesz distributioncharacterization of probability distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (4)

The generalized fundamental equation of information on symmetric cones ⋮ Characterization of the Three-Variate Inverted Dirichlet Distributions ⋮ A Matsumoto-Yor characterization for Kummer and Wishart random matrices ⋮ Unnamed Item

Cites Work

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