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WISHART EXPONENTIAL FAMILIES AND VARIANCE FUNCTION ON HOMOGENEOUS CONES

Piotr Graczyk 1 Hideyuki Ishi 2 Bartosz Kolodziejek 3 
1 LAREMA - Laboratoire Angevin de Recherche en Mathématiques
2 Graduate School of Mathematics [Nagoya]
3 Warsaw University of Technology [Warsaw]
Abstract : We present a systematic study of Riesz measures and their natural exponential families of Wishart laws on a homogeneous cone. We compute explicitly the inverse of the mean map and the variance function of a Wishart exponential family.
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Preprints, Working Papers, ...
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https://hal.archives-ouvertes.fr/hal-01358024
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Submitted on : Tuesday, August 30, 2016 - 6:25:18 PM
Last modification on : Wednesday, November 3, 2021 - 9:18:34 AM

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  • HAL Id : hal-01358024, version 1

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Piotr Graczyk, Hideyuki Ishi, Bartosz Kolodziejek. WISHART EXPONENTIAL FAMILIES AND VARIANCE FUNCTION ON HOMOGENEOUS CONES. 2016. ⟨hal-01358024⟩

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