On the Matsumoto-Yor type regression characterization of the gamma and Kummer distributions

DOI10.1016/j.spl.2015.07.036zbMath1357.62067OpenAlexW1182756978MaRDI QIDQ900938

Jacek Wesołowski

Publication date: 23 December 2015

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

Full work available at URL: https://doi.org/10.1016/j.spl.2015.07.036

zbMATH Keywords

gamma distributionKummer distributionMatsumoto-Yor propertycharacterizations of probability distributionsconstancy of regression

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (5)

On Kummer's distribution of type two and a generalized beta distribution ⋮ Kummer and gamma laws through independences on trees -- another parallel with the Matsumoto-Yor property ⋮ Change of measure technique in characterizations of the gamma and Kummer distributions ⋮ A Matsumoto-Yor characterization for Kummer and Wishart random matrices ⋮ Regression conditions that characterize free-Poisson and free-Kummer distributions

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