On transformations and determinants of Wishart variables on symmetric cones
DOI10.1023/A:1022658415699zbMATH Open0890.60016OpenAlexW181576712MaRDI QIDQ1374849FDOQ1374849
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
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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)
Cited In (25)
- On Wishart and noncentral Wishart distributions on symmetric cones
- The Matsumoto\,-\,Yor property and the structure of the Wishart distribution
- Wishart-Laplace distributions associated with matrix quadratic forms
- Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones
- Affine processes on symmetric cones
- Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms
- Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions
- Wishart distributions on homogeneous cones
- Beta-Riesz distributions on symmetric cones
- Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
- On Riesz and Wishart distributions associated with decomposable undirected graphs
- Wishart distributions for decomposable graphs
- Enriched conjugate and reference priors for the Wishart family on symmetric cones
- More results on Schur complements in Euclidean Jordan algebras
- The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
- Some inequalities involving determinants, eigenvalues, and Schur complements in Euclidean Jordan algebras
- Complete monotonicity for inverse powers of some combinatorially defined polynomials
- Schur complements, Schur determinantal and Haynsworth inertia formulas in Euclidean Jordan algebras
- Riesz inverse Gaussian distributions
- Characterization of the Wishart distributions on homogeneous cones
- Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras
- Singular Riesz measures on symmetric cones
- Quadratic and inverse regressions for Wishart distributions.
- The Wishart distribution on symmetric cones
- Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
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