Laplace transforms which are negative powers of quadratic polynomials

DOI10.1090/S0002-9947-08-04463-2MaRDI QIDQ3542011zbMATH OpenOpenAlexFDO

Authors Gérard Letac, Jacek Wesołowski

Publication date 27 November 2008

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9947-08-04463-2

zbMATH Keywords

natural exponential familiesvariance functionsWishart distributionsLorentz conecharacterizations of probabilitiesGindikin theorem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Laplace transform (44A10)

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Cites work

• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• scientific article; zbMATH DE number 3107995 (Why is no real title available?)
• A Characterization of the Gamma Distribution
• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
• Bivariate Lukacs type regression characterizations
• Characterization of infinitely divisible multivariate gamma distributions
• Characterization of the Jørgensen set in generalized linear models
• Covariance hypothesis which are linear in both the covariance and the inverse covariance
• Invariant generalized functions in homogeneous domains
• Quadratic and inverse regressions for Wishart distributions.
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• The diagonal multivariate natural exponential families and their classification
• Which multivariate gamma distributions are infinitely divisible?

Cited in

(9)

• Binomial-${\chi^2}$ Vector Random Fields
• Some characterizations of the natural exponential families in \(\mathbb{R}^2\) and related Laplace transforms
• Marshall-Olkin Laplace transform copulas of multivariate gamma distributions
• The Laplace transform \((\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)\) and the existence of non-central Wishart distributions
• 1-Meixner random vectors
• Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions
• Meixner matrix ensembles
• Dual Lukacs regressions for non-commutative variables
• Rational characteristic functions and geometric infinite divisibility

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