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Original Articles

Characterization of the Wishart Distribution on Homogeneous Cones in the Bobecka and Wesolowski Way

Pages 2552-2566 | Received 25 Jun 2007, Accepted 24 Oct 2008, Published online: 09 Jul 2009

References

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  • Bobecka , K. , Wesołowski , J. ( 2002 ). The Lukacs–Olkin–Rubin theorem without invariance of the “quotient” . Studia Math. 152 : 147 – 160 .
  • Boutouria , I. ( 2005 ). Characterization of the Wishart distribution on homogeneous cones . C. R. Acad. Sci. Paris Ser. I 341 : 43 – 48 .
  • Carter , E. M. ( 1975 ). Characterization and Testing Problems in the Complex Wishart Distribution. Thesis, University of Toronto .
  • Casalis , M. , Letac , G. ( 1996 ). The Lukacs Olkin Rubin characterization of the Wishart distribution on symmetric cones . Ann. Math. Statist 24 : 763 – 786 .
  • Letac , G. , Massam , H. ( 1998 ). Quadratic and inverse regression for Wishart distributions . Ann. Statist. 26 : 573 – 595 .
  • Olkin , I. , Rubin , H. ( 1962 ). A characterization of the Wishart distribution . Ann. Math. Statist. 33 : 1272 – 1280 .
  • Vinberg , E. B. ( 1965 ). The structure of the group of automorphisms of a convex homogeneous cone . Trans. Moskow Math. Soc. 13 : 63 – 93 .

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