An n-variate characterization of the gamma and the complex Wishart densities

DOI10.1016/S0893-9659(97)00070-0MaRDI QIDQ1372318zbMATH OpenFDO

Authors Arjun K. Gupta, D. G. Kabe

Publication date 5 April 1998

Published in Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

independencemoment generating functionsymmetric matricesDirichlet density

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Moment properties of the multivariate Dirichlet distributions
• Some properties of complex matrix-variate generalized Dirichlet integrals
• Independence characterization for Wishart and Kummer random matrices
• scientific article; zbMATH DE number 21547

Cites work

• A Characterization of the Gamma Distribution
• A characterization of the gamma distribution from a random difference equation
• Classical statistical analysis based on a certain hypercomplex multivariate normal distribution
• The distribution of matrix quotients

Cited in

(10)

• Moment properties of the multivariate Dirichlet distributions
• Independence characterization for Wishart and Kummer random matrices
• A characterization of the bivariate Wishart distribution
• Moments and cumulants for the complex Wishart
• Characterization of the Dirichlet distribution on symmetric matrices
• The marginal probability density functions of Wishart probability density function
• Random beta matrix and the distribution of its determinant
• Some properties of complex matrix-variate generalized Dirichlet integrals
• An independence property for the product of GIG and gamma laws
• Some gamma distributions

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