Characterizations of the beta distribution on symmetric matrices

A. Hassairi and O. Regaig

Journal of Multivariate Analysis, 2009, vol. 100, issue 8, 1682-1690

Abstract: This paper extends to the beta-Wishart distribution on symmetric matrices, two characterizations of the beta distributions on , due to Seshadri and Wesolowski and based on some properties of constancy regression.

Keywords: Wishart; distribution; Beta; distribution; Orthogonal; group; Spherical; Fourier; transform; Regression (search for similar items in EconPapers)
Date: 2009
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(09)00017-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:100:y:2009:i:8:p:1682-1690

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().