A characterization of the Riesz probability distribution

DOI10.1007/S10959-008-0142-1zbMATH Open1153.60008arXiv0706.0679OpenAlexW2045228222MaRDI QIDQ960175FDOQ960175

Authors: Abdelhamid Hassairi, Sallouha Lajmi, Raoudha Zine 

Publication date: 16 December 2008

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

Abstract: Bobecka and Wesolowski (2002) have shown that, in the Olkin and Rubin characterization of the Wishart distribution (See Casalis and Letac (1996)), when we use the division algorithm defined by the quadratic representation and replace the property of invariance by the existence of twice differentiable densities, we still have a characterization of the Wishart distribution. In the present work, we show that, when we use the division algorithm defined by the Cholesky decomposition, we get a characterization of the Riesz distribution.

Full work available at URL: https://arxiv.org/abs/0706.0679

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zbMATH Keywords

functional equationdivision algorithmRiesz distributionbeta-Riesz distributionwishart distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cites Work

• Riesz exponential families on symmetric cones
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• A Characterization of the Wishart Distribution
• The Lukacs–Olkin–Rubin theorem without invariance of the ``quotient
• A Characterization of the Gamma Distribution
• Beta-Riesz distributions on symmetric cones

Cited In (11)

• A note on the moments of the Riesz distribution
• The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the ``quotient
• Exponential probability distribution on symmetric matrices
• Maximum likelihood estimator of the scale parameter for the Riesz distribution
• Moment for the inverse Riesz distributions
• On Riesz distribution
• Riesz Probability Distributions
• The Riesz probability distribution: Generation and EM algorithm
• The extended matrix-variate beta probability distribution on symmetric matrices
• Multiplicative Cauchy functional equation on symmetric cones
• Exponential and related probability distributions on symmetric matrices

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