Extension of the Olkin and Rubin Characterization to the Wishart distribution on homogeneous cones

Details Extension of the Olkin and Rubin Characterization to the Wishart distribution on homogeneous cones Extension of the Olkin and Rubin Characterization to the Wishart distribution on homogeneous cones

2010-02-07

arxiv.org/abs/1002.1451v1

Mathematics

Probability

Scientific paper

The Wishart distribution on an homogeneous cone is a generalization of the
Riesz distribution on a symmetric cone which corresponds to a given graph. The
paper extends to this distribution, the famous Olkin and Rubin characterization
of the ordinary Wishart distribution on symmetric matrices.

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