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Characterization of the Jorgensen set in generalized linear models

Author

Listed:
  • M. Casalis
  • G. Letac

Abstract

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Suggested Citation

  • M. Casalis & G. Letac, 1994. "Characterization of the Jorgensen set in generalized linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 3(1), pages 145-162, June.
    • Handle: RePEc:spr:testjl:v:3:y:1994:i:1:p:145-162
    DOI: 10.1007/BF02562678
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    Citations

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    Cited by:

    1. G. Letac & H. Massam, 1995. "Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(4), pages 785-799, December.
    2. V. Seshadri & J. Wesołowski, 2008. "More on connections between Wishart and matrix GIG distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(2), pages 219-232, September.
    3. Letac, Gérard & Massam, Hélène, 2018. "The Laplace transform (dets)−pexptr(s−1w) and the existence of non-central Wishart distributions," Journal of Multivariate Analysis, Elsevier, vol. 163(C), pages 96-110.
    4. Massam, Hélène & Wesolowski, Jacek, 2006. "The Matsumoto-Yor property and the structure of the Wishart distribution," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 103-123, January.
    5. 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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