The inverse Riesz probability distribution on symmetric matrices
DOI10.1016/J.JMVA.2012.05.013zbMATH Open1248.60021OpenAlexW2067742187MaRDI QIDQ444968FDOQ444968
Authors: Mariem Tounsi, Raoudha Zine 
Publication date: 24 August 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.05.013
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Probability distributions: general theory (60E05) Random matrices (probabilistic aspects) (60B20) Characterization and structure theory of statistical distributions (62E10)
Cites Work
- Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
- Title not available (Why is that?)
- Riesz exponential families on symmetric cones
- Wishart distributions for decomposable graphs
- The Matsumoto\,-\,Yor property and the structure of the Wishart distribution
- Enriched conjugate and reference priors for the Wishart family on symmetric cones
- Riesz inverse Gaussian distributions
- Duality between matrix variate \(t\) and matrix variate V.G. distributions
Cited In (16)
- On the Dirichlet distributions on symmetric matrices
- Invertibility of symmetric random matrices
- Riesz distributions.
- Mixture of the Riesz distribution with respect to a multivariate Poisson
- On the matrix-variate beta distribution
- Maximum likelihood estimator of the scale parameter for the Riesz distribution
- Moment for the inverse Riesz distributions
- A Kotz-Riesz-type distribution
- Some new properties of the Riesz probability distribution
- The Riesz probability distribution: Generation and EM algorithm
- On the Gaussian representation of the Riesz probability distribution on symmetric matrices
- The extended matrix-variate beta probability distribution on symmetric matrices
- Wilks' factorization of the matrix-variate Dirichlet-Riesz distributions
- Riesz inverse Gaussian distributions
- Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model
- Exponential and related probability distributions on symmetric matrices
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