Classification of Riesz exponential families on a symmetric cone by invariance properties

DOI10.1023/B:JOTP.0000040287.87081.BAMaRDI QIDQ702387zbMATH OpenFDO

Authors Abdelhamid Hassairi, Sallouha Lajmi

Publication date 17 January 2005

Published in Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

exponential familyvariance functiongeneralized powerSymmetric cone

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Basic linear algebra (15A99) Linear transformations, semilinear transformations (15A04)

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Cited in

(4)

• Characterization of the Riesz exponential family on homogeneous cones
• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
• Singular Riesz measures on symmetric cones
• Riesz exponential families on symmetric cones

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