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arXiv · 1605.03896

Characterization of the Riesz Exponential Family on homogeneous cones

Hideyuki Ishi·Bartosz Kołodziejek
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Abstract

In the paper we present a characterization theorem of the Riesz measure and a Wishart exponential family on homogeneous cones through the invariance property of a natural exponential family under the action of the triangular group.

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BibTeXRIS

Hideyuki Ishi, Bartosz Kołodziejek. 2019-09-05. Characterization of the Riesz Exponential Family on homogeneous cones. https://doi.org/10.4064/cm7548-9-2018

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