On the Matsumoto–Yor type regression characterization of the gamma and Kummer distributions

Author:

Wesołowski Jacek

Funder

NCN

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference24 articles.

1. Handbook of Mathematical Functions with Formulas, Graphs and Mathematical Tables;Abramovitz,1964

2. Trees with random conductivities and the (reciprocal) inverse Gaussian distribution;Barndorff-Nielsen;Adv. Appl. Probab.,1998

3. On a property which characterizes Gaussian distribution;Bernstein;Zap. Leningr. Polytech. Inst.,1941

4. The Matsumoto–Yor property on trees for matrix variates of different dimensions;Bobecka;J. Multivar. Anal.,2015

5. On characterizations of the gamma and generalized inverse Gaussian distributions;Chou;Statist. Probab. Lett.,2004

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1. About an extension of the Matsumoto–Yor property;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2024-08-01

2. Regression conditions that characterize free-Poisson and free-Kummer distributions;Random Matrices: Theory and Applications;2021-07-31

3. A Matsumoto–Yor characterization for Kummer and Wishart random matrices;Journal of Mathematical Analysis and Applications;2018-04

4. Change of measure technique in characterizations of the gamma and Kummer distributions;Journal of Mathematical Analysis and Applications;2018-02

5. Kummer and gamma laws through independences on trees—Another parallel with the Matsumoto–Yor property;Journal of Multivariate Analysis;2016-12

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