Maximal invariants for Lorentz-Wishart models
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Publication:387263
DOI10.1016/j.geomphys.2013.02.009zbMath1277.62147arXiv1109.4699OpenAlexW1968698671MaRDI QIDQ387263
Publication date: 20 December 2013
Published in: Journal of Geometry and Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.4699
Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
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- Distribution of eigenvalues in multivariate statistical analysis
- Covariance hypothesis which are linear in both the covariance and the inverse covariance
- Wishart distributions on homogeneous cones
- The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
- Canonical variables and analysis on so(n, 2)
- All Invariant Moments of the Wishart Distribution
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