scientific article; zbMATH DE number 9834

MaRDI QIDQ3971907zbMATH OpenFDO

Authors Muriel Casalis

Publication date 25 June 1992

zbMATH Keywords

characterizationexponential familiesirreducible symmetric conesproducts of Wishart familiesquadratic, homogeneous in mean variance functionsymmetric cones

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(19)

• The diagonal multivariate natural exponential families and their classification
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Exponential and Bayesian conjugate families: Review and extensions. (With discussion)
• Enriched conjugate and reference priors for the Wishart family on symmetric cones
• Wishart distributions on homogeneous cones
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• Reference priors for exponential families
• Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones
• Enriched standard conjugate priors and the right invariant prior for Wishart distributions
• Information geometry and Hamiltonian systems on Lie groups
• On Riesz and Wishart distributions associated with decomposable undirected graphs
• Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions
• Orthogonal polynomials with a resolvent-type generating function
• Laplace transforms which are negative powers of quadratic polynomials
• Les familles exponentielles statistiques invariantes par les groupes du cône et du paraboloide de révolution
• Wishart laws and variance function on homogeneous cones
• Characterization of the Riesz exponential family on homogeneous cones
• Riesz exponential families on symmetric cones
• A characterization of Poisson-Gaussian families by generalized variance

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