On the matrix-variate beta distribution

DOI10.1080/03610926.2010.546545MaRDI QIDQ3168552zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(22)

• Matrix multivariate Pearson II-Riesz distribution
• On generalized matric variate beta distributions
• Jones-Balakrishnan property for matrix variate beta distributions
• Matrix-variate Kummer-Beta distribution
• scientific article; zbMATH DE number 1053780 (Why is no real title available?)
• Beta-Riesz distributions on symmetric cones
• Beta Random Projection
• Matrix-variate beta distribution
• Eigenvalue distributions of beta-Wishart matrices
• Characterizations of the beta distribution on symmetric matrices
• Beta-hypergeometric probability distribution on symmetric matrices
• Distributions of powers of the central beta matrix variates and applications
• An information character for two matrix distributions
• Some Bimatrix Beta Distributions
• A Kotz-Riesz-type distribution
• Extended matrix variate gamma and beta functions
• scientific article; zbMATH DE number 5657663 (Why is no real title available?)
• The extended matrix-variate beta probability distribution on symmetric matrices
• Wilks' factorization of the matrix-variate Dirichlet-Riesz distributions
• Matrix-variate beta generator -- developments and application
• Mixture of the Riesz distribution with respect to a multivariate Poisson
• Characterization of beta distribution on symmetric cones

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