Characterization of the Dirichlet distribution on symmetric matrices

DOI10.1016/J.SPL.2006.07.016MaRDI QIDQ876975zbMATH OpenOpenAlexFDO

Authors M. Ben Farah, Abdelhamid Hassairi

Publication date 19 April 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.07.016

zbMATH Keywords

multivariate beta functionbeta distributionDirichlet distributionWishart distributiongamma distributionmultivariate gamma function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• Moment properties of the multivariate Dirichlet distributions
• An n-variate characterization of the gamma and the complex Wishart densities
• On the Dirichlet distributions on symmetric matrices
• Dirichlet partition on symmetric matrices
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Cites work

• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• A Characterization of the Gamma Distribution
• A Characterization of the Wishart Distribution
• A transient random walk on stochastic matrices with Dirichlet distributions
• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
• An expectation formula for the multivariate Dirichlet distribution
• Quadratic and inverse regressions for Wishart distributions.
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones

Cited in

(7)

• Moment properties of the multivariate Dirichlet distributions
• On the Dirichlet distributions on symmetric matrices
• An expectation formula for the multivariate Dirichlet distribution
• Mixture of the Riesz distribution with respect to a multivariate Poisson
• The inverse Riesz probability distribution on symmetric matrices
• The Markov-Krein correspondence in several dimensions
• Dirichlet partition on symmetric matrices

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