Characterization of the Riesz exponential family on homogeneous cones

DOI10.4064/CM7548-9-2018zbMATH Open1436.60015arXiv1605.03896OpenAlexW3105521986WikidataQ115481860 ScholiaQ115481860MaRDI QIDQ5237142FDOQ5237142

Authors: Hideyuki Ishi, Bartosz Kołodziejek 

Publication date: 16 October 2019

Published in: Colloquium Mathematicum (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1605.03896

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zbMATH Keywords

Wishart distributionnatural exponential familiesRiesz measuregeneral affine group

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Characterization and structure theory of statistical distributions (62E10)

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Cited In (4)

• Wishart laws and variance function on homogeneous cones
• Classification of Riesz exponential families on a symmetric cone by invariance properties
• 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

Uses Software

• gRc

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