Characterization of the Riesz exponential family on homogeneous cones
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Publication:5237142
Abstract: In the paper we present a characterization theorem of the Riesz measure and a Wishart exponential family on homogeneous cones through the invariance property of a natural exponential family under the action of the triangular group.
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Cited in
(4)- Wishart laws and variance function on homogeneous cones
- Riesz exponential families on symmetric cones
- An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
- Classification of Riesz exponential families on a symmetric cone by invariance properties
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