EXTENSION OF THE OLKIN AND RUBIN CHARACTERIZATION TO THE WISHART DISTRIBUTION ON HOMOGENEOUS CONES
نویسندگان
چکیده
منابع مشابه
The Wishart Distributions on Homogeneous Cones
The classical family of Wishart distributions on a cone of positive definite matrices and its fundamental features are extended to a family of generalized Wishart distributions on a homogeneous cone using the theory of exponential families. The generalized Wishart distributions include all known families of Wishart distributions as special cases. The relations to graphical models and Bayesian s...
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ژورنال
عنوان ژورنال: Infinite Dimensional Analysis, Quantum Probability and Related Topics
سال: 2011
ISSN: 0219-0257,1793-6306
DOI: 10.1142/s0219025711004547