Wilks' factorization of the matrix-variate Dirichlet-Riesz distributions

DOI10.1080/03610926.2015.1085565MaRDI QIDQ4975157zbMATH OpenOpenAlexFDO

Authors Mariem Tounsi, Raoudha Zine

Publication date 3 August 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1085565

zbMATH Keywords

beta-Riesz distributionDirichlet-Riesz distributiondivision algorithmrandom matricesRiesz distributionWilks factorizationWishart distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
• Beta-Riesz distributions on symmetric cones
• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• Matrix-variate beta distribution
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• On the distribution of the latent roots of a complex Wishart matrix (non- central case)
• Riesz exponential families on symmetric cones
• Riesz inverse Gaussian distributions
• Statistical distributions of Hermitian quadratic forms in complex Gaussian variables

Cited in

(4)

• The extended matrix-variate beta probability distribution on symmetric matrices
• Wilks' factorization of the complex matrix variate Dirichlet distributions
• On the matrix-variate beta distribution
• Factorable matrices and their associated Riesz matrices

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