On transformations and determinants of Wishart variables on symmetric cones

DOI10.1023/A:1022658415699MaRDI QIDQ1374849zbMATH OpenOpenAlexFDO

Authors Hélène Massam, Erhard Neher

Publication date 9 June 1998

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

Full work available at URL https://doi.org/10.1023/a:1022658415699

zbMATH Keywords

determinantssymmetric conesWishart distributions

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Determinants, permanents, traces, other special matrix functions (15A15) Distribution theory (60E99) Jordan algebras (algebras, triples and pairs) (17C99)

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Cited in

(26)

• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• Riesz inverse Gaussian distributions
• Some inequalities involving determinants, eigenvalues, and Schur complements in Euclidean Jordan algebras
• Affine processes on symmetric cones
• Beta-Riesz distributions on symmetric cones
• Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions
• On Wishart and noncentral Wishart distributions on symmetric cones
• Wishart distributions for decomposable graphs
• Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
• Schur complements, Schur determinantal and Haynsworth inertia formulas in Euclidean Jordan algebras
• Characterization of the Wishart distributions on homogeneous cones
• Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
• Extreme points of the Vandermonde determinant and Wishart ensemble on symmetric cones
• Quadratic and inverse regressions for Wishart distributions.
• On Riesz and Wishart distributions associated with decomposable undirected graphs
• Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms
• More results on Schur complements in Euclidean Jordan algebras
• Wishart distributions on homogeneous cones
• Complete monotonicity for inverse powers of some combinatorially defined polynomials
• The Matsumoto\,-\,Yor property and the structure of the Wishart distribution
• Wishart-Laplace distributions associated with matrix quadratic forms
• Enriched conjugate and reference priors for the Wishart family on symmetric cones
• Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones
• The Wishart distribution on symmetric cones
• Singular Riesz measures on symmetric cones
• Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras

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