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 conesinvertible matricesmodification of linear exponential familiesnatural exponential familyreal symmetric matricesWishart distributions

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)

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Cites work

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• The geometry of exponential families

Cited in

(19)

• Transformations preserving normality and Wishart-ness
• Wishart processes
• The diagonal multivariate natural exponential families and their classification
• Characterization of the Jørgensen set in generalized linear models
• On the determinant of the second derivative of a Laplace transform
• Exponential and Bayesian conjugate families: Review and extensions. (With discussion)
• Renewal of shift families by the distribution of the maximal invariant distribution
• Extension of the variance function of a steep exponential family
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• Enriched standard conjugate priors and the right invariant prior for Wishart distributions
• scientific article; zbMATH DE number 4066020 (Why is no real title available?)
• scientific article; zbMATH DE number 9834 (Why is no real title available?)
• Wishart laws and variance function on homogeneous cones
• Characterization of the Riesz exponential family on homogeneous cones
• The mean radius of curvature of an exponential family
• Classification of Riesz exponential families on a symmetric cone by invariance properties
• Conditional natural exponential families
• Moment for the inverse Riesz distributions
• Characteristic property of a class of multivariate variance functions

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