scientific article; zbMATH DE number 1551722

zbMATH Open0971.62026MaRDI QIDQ4523958FDOQ4523958

Gérard Letac, Hélène Massam

Publication date: 3 May 2001

Title of this publication is not available (Why is that?)

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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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• Approximating by the Wishart distribution
• Wishart distributions on homogeneous cones
• Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
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• Wishart and pseudo-Wishart distributions and some applications to shape theory
• The hyperoctahedral group, symmetric group representations and the moments of the real Wishart distribution
• The complex Wishart distribution and the symmetric group
• An exact decomposition for a class of exponential dispersion models: Application to sequential testing

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