Characterization of the Wishart distributions on homogeneous cones

Author:

Boutouria Imen

Publisher

Elsevier BV

Subject

General Mathematics

Reference5 articles.

1. The Wishart distribution on homogeneous cones;Andersson;J. Theoret. Probab.,2004

2. The Lukacs–Olkin–Rubin theorem without invariance of the “quotient”;Bobecka;Studia Math.,2002

3. On transformations and determinants of Wishart variables on symmetric cones;Massam;J. Theoret. Probab.,1997

4. The theory of convex homogeneous cones;Vinberg;Trans. Moscow Math. Soc.,1963

5. The structure of the group of automorphisms of a homogeneous convex cone;Vinberg;Trans. Moscow Math. Soc.,1965

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1. Characterization Theorems for the B-q-Binomial and the q-Poisson Distributions;Zurnal matematiceskoj fiziki, analiza, geometrii;2022-03-25

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3. Wishart laws and variance function on homogeneous cones;Probability and Mathematical Statistics;2019-12-19

4. The Lukacs–Olkin–Rubin Theorem on Symmetric Cones Without Invariance of the “Quotient”;Journal of Theoretical Probability;2014-12-09

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