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

DOI10.1016/S0893-9659(97)00070-0zbMATH Open0884.62055MaRDI QIDQ1372318FDOQ1372318

Authors: Arjun K. Gupta, D. G. Kabe 

Publication date: 5 April 1998

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

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zbMATH Keywords

independencemoment generating functionsymmetric matricesDirichlet density

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (10)

• Independence characterization for Wishart and Kummer random matrices
• Moment properties of the multivariate Dirichlet distributions
• 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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