Extension of the Olkin and Rubin Characterization to the Wishart distribution on homogeneous cones
Résumé
The Wishart distribution on an homogeneous cone is a generalization of the Riesz distribution on a symmetric cone which corresponds to a given graph. The paper extends to this distribution, the famous Olkin and Rubin characterization of the ordinary Wishart distribution on symmetric matrices.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
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