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WISHART EXPONENTIAL FAMILIES AND VARIANCE FUNCTION ON HOMOGENEOUS CONES
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.
Cited literature [24 references]
https://hal.archives-ouvertes.fr/hal-01358024
Contributor : Piotr Graczyk <>
Submitted on : Tuesday, August 30, 2016 - 6:25:18 PM
Last modification on : Monday, March 9, 2020 - 6:16:03 PM
Contributor : Piotr Graczyk <>
Submitted on : Tuesday, August 30, 2016 - 6:25:18 PM
Last modification on : Monday, March 9, 2020 - 6:16:03 PM
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