Which distributions have the Matsumoto-Yor property?
Author:
Affiliation:
1. Institut Elie Cartan, Nancy, France
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://projecteuclid.org/download/pdf_1/euclid.ecp/1465262005
Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. About an extension of the Matsumoto–Yor property;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2024-08-01
2. A Matsumoto–Yor characterization for Kummer and Wishart random matrices;Journal of Mathematical Analysis and Applications;2018-04
3. Change of measure technique in characterizations of the gamma and Kummer distributions;Journal of Mathematical Analysis and Applications;2018-02
4. Kummer and gamma laws through independences on trees—Another parallel with the Matsumoto–Yor property;Journal of Multivariate Analysis;2016-12
5. On Kummer’s distribution of type two and a generalized beta distribution;Statistics & Probability Letters;2016-11
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