scientific article; zbMATH DE number 1551722

MaRDI QIDQ4523958zbMATH OpenFDO

Authors Gérard Letac, Hélène Massam

Publication date 3 May 2001

zbMATH Keywords

characterizationsconditional expectationsgamma distributionsexponential dispersion model

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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(11)

• An exact decomposition for a class of exponential dispersion models: Application to sequential testing
• Wishart laws and variance function on homogeneous cones
• Approximating by the Wishart distribution
• Wishart distributions on homogeneous cones
• Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
• scientific article; zbMATH DE number 4102006 (Why is no real title available?)
• Wishart and pseudo-Wishart distributions and some applications to shape theory
• Projective Wishart distributions
• The hyperoctahedral group, symmetric group representations and the moments of the real Wishart distribution
• The complex Wishart distribution and the symmetric group
• The Laplace transform \((\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)\) and the existence of non-central Wishart distributions

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