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

Imen Boutouria; Abdelhamid Hassairi; Helene Massam

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arXiv · 1002.1451

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

Imen Boutouria·Abdelhamid Hassairi·Helene Massam

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Abstract

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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Imen Boutouria, Abdelhamid Hassairi, Helene Massam. 2010-02-07. Extension of the Olkin and Rubin Characterization to the Wishart distribution on homogeneous cones. https://arxiv.org/abs/1002.1451

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