Characterization of the Wishart distributions on homogeneous cones

DOI10.1016/J.CRMA.2005.05.022MaRDI QIDQ2484559zbMATH OpenOpenAlexFDO

Authors Imen Boutouria

Publication date 1 August 2005

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2005.05.022

zbMATH Keywords

Hermitian matricespartially ordered finite sets

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 3486016 (Why is no real title available?)
• scientific article; zbMATH DE number 3225176 (Why is no real title available?)
• On transformations and determinants of Wishart variables on symmetric cones
• The Lukacs–Olkin–Rubin theorem without invariance of the ``quotient
• Wishart distributions on homogeneous cones

Cited in

(20)

• Characterizations of the beta distribution on symmetric matrices
• The complex Wishart distribution and the symmetric group
• Wishart distributions on homogeneous cones
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• Multiplicative Cauchy functional equation on symmetric cones
• Riesz measures and Wishart laws associated to quadratic maps
• The Lukacs-Olkin-Rubin theorem on symmetric cones through Gleason's theorem
• The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the ``quotient
• Extension of the Olkin and Rubin characterization to the Wishart distribution on homogeneous cones
• Characterization of the Wishart Distribution on Homogeneous Cones in the Bobecka and Wesolowski Way
• scientific article; zbMATH DE number 2147952 (Why is no real title available?)
• scientific article; zbMATH DE number 817371 (Why is no real title available?)
• On characterizing the complex Wishart distribution
• Probability distributions characterisations on a homogeneous cone
• Wishart laws and variance function on homogeneous cones
• Characterization of the Riesz exponential family on homogeneous cones
• The Wishart distribution on symmetric cones
• Characterization Theorems for the B-q-Binomial and the q-Poisson Distributions
• Proof of a conjecture of M.L. Eaton on the characteristic function of the Wishart distribution
• Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms

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