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)

Full work available at URL https://doi.org/10.1023/B:JOTP.0000040287.87081.BA

zbMATH Keywords

exponential familygeneralized powerSymmetric conevariance function

Mathematics Subject Classification ID

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

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Cited in

(5)

• 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
• Une caractérisation des familles exponentielles de Riesz
• Characterization of the Riesz exponential family on homogeneous cones
• Riesz exponential families on symmetric cones

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