On the matrix-variate beta distribution

DOI10.1080/03610926.2010.546545zbMATH Open1319.60029OpenAlexW2020153393MaRDI QIDQ3168552FDOQ3168552

Authors: Raoudha Zine 

Publication date: 31 October 2012

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.546545

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zbMATH Keywords

beta distributionWishart distributionCholesky decompositionsymmetric matricesRiesz distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Riesz exponential families on symmetric cones
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• A Characterization of the Wishart Distribution
• An independence property for the product of GIG and gamma laws
• The Matsumoto\,-\,Yor property and the structure of the Wishart distribution
• On the Dirichlet distributions on symmetric matrices
• Characterizations of the beta distribution on symmetric matrices
• Beta-Riesz distributions on symmetric cones
• Riesz inverse Gaussian distributions
• Matrix-variate beta distribution
• Slippage Problems

Cited In (22)

• Jones-Balakrishnan property for matrix variate beta distributions
• Distributions of powers of the central beta matrix variates and applications
• Characterizations of the beta distribution on symmetric matrices
• Beta-hypergeometric probability distribution on symmetric matrices
• Mixture of the Riesz distribution with respect to a multivariate Poisson
• Beta-Riesz distributions on symmetric cones
• Some Bimatrix Beta Distributions
• Extended matrix variate gamma and beta functions
• Matrix multivariate Pearson II-Riesz distribution
• On generalized matric variate beta distributions
• An information character for two matrix distributions
• A Kotz-Riesz-type distribution
• Matrix-variate beta distribution
• Eigenvalue distributions of beta-Wishart matrices
• Characterization of beta distribution on symmetric cones
• Matrix-variate Kummer-Beta distribution
• Beta Random Projection
• The extended matrix-variate beta probability distribution on symmetric matrices
• Wilks' factorization of the matrix-variate Dirichlet-Riesz distributions
• Title not available (Why is that?)
• Matrix-variate beta generator -- developments and application
• Title not available (Why is that?)

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