A Characterization of the Wishart Distribution
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Cited in
(34)- On the Dirichlet distributions on symmetric matrices
- Characterizations of the beta distribution on symmetric matrices
- An identity for the Wishart distribution with applications
- Some multivariate statistical characterization theorems
- Expectations of useful complex Wishart forms
- Characterization of the Jørgensen set in generalized linear models
- The Laplace transform \((\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)\) and the existence of non-central Wishart distributions
- On characterizations of the gamma and generalized inverse Gaussian distributions
- Beta-Riesz distributions on symmetric cones
- Quadratic and inverse regressions for Wishart distributions.
- The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
- An independence property for the product of GIG and gamma laws
- Multivariate Lukacs theorem
- The extended matrix-variate beta probability distribution on symmetric matrices
- Matrix Dirichlet processes
- Multiplicative Cauchy functional equation on symmetric cones
- Cumulants for random matrices as convolutions on the symmetric group. II
- On a class of free Lévy laws related to a regression problem
- The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the ``quotient
- Extension of the Olkin and Rubin characterization to the Wishart distribution on homogeneous cones
- On the matrix-variate beta distribution
- Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions
- The generalized fundamental equation of information on symmetric cones
- Characterization of the Wishart Distribution on Homogeneous Cones in the Bobecka and Wesolowski Way
- On the Lukacs property for free random variables
- Dual Lukacs regressions for non-commutative variables
- Characterization of the Three-Variate Inverted Dirichlet Distributions
- Matsumoto-Yor and Dufresne type theorems for a random walk on positive definite matrices
- Multivariate Matsumoto-Yor property is rather restrictive
- Characterization of the Dirichlet distribution on symmetric matrices
- Characterization of beta distribution on symmetric cones
- The geometry of the Wilks's random field
- Moments of minors of Wishart matrices
- A characterization of the Riesz probability distribution
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