An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones

From MaRDI portal
Publication:1327847

DOI10.1214/aos/1176325374zbMath0811.62023OpenAlexW2063341835MaRDI QIDQ1327847

Hélène Massam

Publication date: 4 May 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325374



Related Items

An independence property for the product of GIG and gamma laws, Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms, Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss, Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones, Characterization of the Dirichlet distribution on symmetric matrices, An exact decomposition for a class of exponential dispersion models: Application to sequential testing, Elliptical affine shape distributions for real normed division algebras, On Riesz distribution, Laplace transforms which are negative powers of quadratic polynomials, Enriched conjugate and reference priors for the Wishart family on symmetric cones, Exponential probability distribution on symmetric matrices, Complete monotonicity for inverse powers of some combinatorially defined polynomials, Octonions in random matrix theory, On the projections of the Dirichlet probability distribution on symmetric cones, Wishart-Laplace distributions associated with matrix quadratic forms, An expectation formula for the multivariate Dirichlet distribution, Beta-Riesz distributions on symmetric cones, Dirichlet partition on symmetric matrices, Quadratic and inverse regressions for Wishart distributions., Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras, Wilks’ factorization of the matrix-variate Dirichlet–Riesz distributions, The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones, A test for the equality of the direction parameters in a sample from the \(N\)-dimensional hyperboloid distribution, A decomposition for the exponential dispersion model generated by the invariance measure on the hyperboloid