Wilks’ factorization of the matrix-variate Dirichlet–Riesz distributions

Mariem Tounsi and Raoudha Zine

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 9, 4494-4509

Abstract: The Riesz distributions on positive definite symmetric matrices are used to introduce a class of Dirichlet–Riesz distributions. In addition, several distributional properties are stated. Essentially, we show the relationship between the Dirichlet–Riesz distributions of the first kind and the second kind, respectively. We derive Wilks’ factorization of the matrix-variate Dirichlet–Riesz. Further, several results on the product of Riesz and beta–Riesz matrices with a set of Dirichlet–Riesz matrices of the first kind have been derived.

Date: 2017
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DOI: 10.1080/03610926.2015.1085565

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