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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.
https://hal.archives-ouvertes.fr/hal-01358024 Contributor : Piotr GraczykConnect in order to contact the contributor Submitted on : Tuesday, August 30, 2016 - 6:25:18 PM Last modification on : Wednesday, November 3, 2021 - 9:18:34 AM