Classification of Riesz Exponential Families on a Symmetric Cone by Invariance Properties
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DOI: 10.1023/B:JOTP.0000040287.87081.ba
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References listed on IDEAS
- A. Hassairi & S. Lajmi, 2001. "Riesz Exponential Families on Symmetric Cones," Journal of Theoretical Probability, Springer, vol. 14(4), pages 927-948, October.
- Hélène Massam & Erhard Neher, 1997. "On Transformations and Determinants of Wishart Variables on Symmetric Cones," Journal of Theoretical Probability, Springer, vol. 10(4), pages 867-902, October.
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Keywords
Symmetric cone; generalized power; exponential family; variance function;All these keywords.
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