Extension of the Olkin and Rubin Characterization to the Wishart distribution on homogeneous cones
classification
🧮 math.PR
keywords
distributionwishartcharacterizationconehomogeneousolkinrubinsymmetric
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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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