Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms
type: Item
instance of: scholarly article
title: Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms
zbMATH Open document ID: 1180.62078
author: Joe Masaro
author: Chi Song Wong
published in: Linear Algebra and its Applications
publication date: 2010-02-09T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 17C99
Mathematics Subject Classification ID: 17C50
zbMATH DE Number: 5667888
zbMATH Keywords: matrix quadratic form
zbMATH Keywords: Laplacian distribution
zbMATH Keywords: Wishart distribution
zbMATH Keywords: Jordan algebras
zbMATH Keywords: multivariate normal matrix
zbMATH Keywords: Cochran theorem
MaRDI profile type: Publication
full work available at URL: j.laa.2009.11.017
OpenAlex ID: W2083274032
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DOI: 10.1016/J.LAA.2009.11.017
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description: scientific article; zbMATH DE number 5667888