On transformations and determinants of Wishart variables on symmetric cones

DOI10.1023/A:1022658415699zbMath0890.60016OpenAlexW181576712MaRDI QIDQ1374849

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

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

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