Wishart Distributions on Homogeneous Cones
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DOI: 10.1007/s10959-004-0576-z
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References listed on IDEAS
- Steen A. Andersson & David Madigan & Michael D. Perlman, 2001. "Alternative Markov Properties for Chain Graphs," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(1), pages 33-85, March.
- 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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Cited by:
- Hideto Nakashima & Piotr Graczyk, 2022. "Wigner and Wishart ensembles for sparse Vinberg models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(3), pages 399-433, June.
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Keywords
Wishart distributions; homogeneous cones; Vinberg algebras; exponential familes; posets; matrices with zeroes; normal graphical models;All these keywords.
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