The Matsumoto-Yor property on trees for matrix variates of different dimensions (Q746865): Difference between revisions

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-.1016/j.jmva.2015.05.018
@@ Property / DOI: 10.1016/j.jmva.2015.05.018 / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2015.05.018
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+W2194303268
@@ Property / OpenAlex ID: W2194303268 / rank @@
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@@ Property / cites work @@
+Exponential transformation models
@@ Property / cites work: Exponential transformation models / rank @@
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@@ Property / cites work @@
+Trees with random conductivities and the (reciprocal) inverse Gaussian distribution
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+Generalized Inverse Gaussian Distributions and their Wishart Connections
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+The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
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+Q2771984
@@ Property / cites work: Q2771984 / rank @@
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+Bessel functions of matrix argument
@@ Property / cites work: Bessel functions of matrix argument / rank @@
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+A link between the Matsumoto-Yor property and an independence property on trees
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+A Matsumoto-Yor property for Kummer and Wishart random matrices
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@@ Property / cites work @@
+Characterizations of GIG laws: a survey
@@ Property / cites work: Characterizations of GIG laws: a survey / rank @@
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+Which distributions have the Matsumoto-Yor property?
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@@ Property / cites work @@
+Independence properties of the Matsumoto-Yor type
@@ Property / cites work: Independence properties of the Matsumoto-Yor type / rank @@
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@@ Property / cites work @@
+Q4801471
@@ Property / cites work: Q4801471 / rank @@
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@@ Property / cites work @@
+An independence property for the product of GIG and gamma laws
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@@ Property / cites work @@
+The Matsumoto-Yor property on trees
@@ Property / cites work: The Matsumoto-Yor property on trees / rank @@
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@@ Property / cites work @@
+The Matsumoto\,-\,Yor property and the structure of the Wishart distribution
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@@ Property / cites work @@
+An Analogue of Pitman’s <i>2</i>M <i>— X</i> Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws
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@@ Property / cites work @@
+Interpretation via Brownian motion of some independence properties between GIG and gamma variables.
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@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
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@@ Property / cites work @@
+More on connections between Wishart and matrix GIG distributions
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@@ Property / cites work @@
+The Matsumoto–Yor independence property for GIG and Gamma  laws, revisited
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@@ Property / DOI @@
+.1016/J.JMVA.2015.05.018
@@ Property / DOI: 10.1016/J.JMVA.2015.05.018 / rank @@
+Normal rank