On the Dirichlet distributions on symmetric matrices

DOI10.1016/J.JSPI.2008.11.014zbMATH Open1162.62046OpenAlexW1980639625MaRDI QIDQ1021990FDOQ1021990

Authors: M. Ben Farah, Abdelhamid Hassairi 

Publication date: 9 June 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.11.014

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zbMATH Keywords

beta distributionDirichlet distributionWishart distributionspherical Fourier transform

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

Cites Work

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• Riesz exponential families on symmetric cones
• Concepts of Independence for Proportions with a Generalization of the Dirichlet Distribution
• A Characterization of the Dirichlet Distribution
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• A Characterization of the Wishart Distribution
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• A Characterization of the Gamma Distribution
• Characterization of the Dirichlet distribution on symmetric matrices
• Products of Independent Beta Variables with Applications to Connor and Mosimann's Generalized Dirichlet Distribution
• A transient random walk on stochastic matrices with Dirichlet distributions

Cited In (19)

• On the projections of the Dirichlet probability distribution on symmetric cones
• Moment properties of the multivariate Dirichlet distributions
• An expectation formula for the multivariate Dirichlet distribution
• Characterizations of the beta distribution on symmetric matrices
• Generalized symmetrized Dirichlet distributions
• Beta-hypergeometric probability distribution on symmetric matrices
• Extended matrix variate gamma and beta functions
• Title not available (Why is that?)
• The inverse Riesz probability distribution on symmetric matrices
• GOE and \(\text{Airy}_{2\rightarrow 1}\) marginal distribution via symplectic Schur functions
• Dirichlet partition on symmetric matrices
• Characterization of the Dirichlet distribution on symmetric matrices
• Structural properties of the generalized Dirichlet distributions
• On the Matrix-Variate Beta Distribution
• Characterization of the Three-Variate Inverted Dirichlet Distributions
• Smoothed analysis of symmetric random matrices with continuous distributions
• The extended matrix-variate beta probability distribution on symmetric matrices
• Exponential and related probability distributions on symmetric matrices
• Title not available (Why is that?)

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