Quadratic and inverse regressions for Wishart distributions.

DOI10.1214/aos/1028144849zbMath1073.62536OpenAlexW1993762997MaRDI QIDQ1807094

Hélène Massam, Gérard Letac

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1028144849

zbMATH Keywords

conditional momentsJordan algebrasWishart distributionsNatural exponential families

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear inference, regression (62J99) Jordan algebras (algebras, triples and pairs) (17C99)

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Cites Work

• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
• Characterizations of the Poisson process as a renewal process via two conditional moments
• On transformations and determinants of Wishart variables on symmetric cones
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• A constant regression characterization of the gamma law
• A Characterization of the Wishart Distribution
• On the Complex Wishart Distribution
• A Characterization of the Gamma Distribution
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