A characterization of the Wishart exponential families by an invariance property

DOI10.1007/BF01048270MaRDI QIDQ1120225zbMATH OpenOpenAlexFDO

Authors Gérard Letac

Publication date 1989

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01048270

zbMATH Keywords

automorphismhomogeneous conesnatural exponential familyWishart distributionsinvertible matricesreal symmetric matricesmodification of linear exponential families

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Foundations and philosophical topics in statistics (62A01) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Mixture of the Riesz distribution with respect to the generalized multivariate gamma distribution
• scientific article; zbMATH DE number 724719
• scientific article; zbMATH DE number 563684
• Multivariate stable exponential families and Tweedie scale
• Exponential probability distribution on symmetric matrices
• Familles Exponentielles Naturelles sur \Bbb R d Invariantes par un Groupe
• Characteristic property of a class of multivariate variance functions
• Bivariate natural exponential families with linear diagonal variance functions
• The Lindsay transform of natural exponential families

Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3870385 (Why is no real title available?)
• scientific article; zbMATH DE number 3898035 (Why is no real title available?)
• scientific article; zbMATH DE number 3750059 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• scientific article; zbMATH DE number 3433237 (Why is no real title available?)
• scientific article; zbMATH DE number 3225176 (Why is no real title available?)
• scientific article; zbMATH DE number 3232143 (Why is no real title available?)
• scientific article; zbMATH DE number 3333841 (Why is no real title available?)
• Invariant generalized functions in homogeneous domains
• Natural exponential families with quadratic variance functions
• The geometry of exponential families

Cited in

(18)

• Enriched standard conjugate priors and the right invariant prior for Wishart distributions
• Renewal of shift families by the distribution of the maximal invariant distribution
• Wishart laws and variance function on homogeneous cones
• Conditional natural exponential families
• Classification of Riesz exponential families on a symmetric cone by invariance properties
• Wishart processes
• The diagonal multivariate natural exponential families and their classification
• On the determinant of the second derivative of a Laplace transform
• Characterization of the Riesz exponential family on homogeneous cones
• Moment for the inverse Riesz distributions
• scientific article; zbMATH DE number 4066020 (Why is no real title available?)
• Characteristic property of a class of multivariate variance functions
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• Exponential and Bayesian conjugate families: Review and extensions. (With discussion)
• Extension of the variance function of a steep exponential family
• Characterization of the Jørgensen set in generalized linear models
• The mean radius of curvature of an exponential family
• Transformations preserving normality and Wishart-ness

This page was built for publication: A characterization of the Wishart exponential families by an invariance property

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1120225)