Wishart Laws and Variance Function on Homogeneous Cones

• Autorzy: Graczyk Piotr , Ishi Hideyuki , Kołodziejek Bartosz

Identyfikatory

DOI

10.19195/0208-4147.39.2.6

• Języki publikacji: EN

Abstrakty

EN

We present a systematic study of Riesz measures and their natural exponential families of Wishart laws on a homogeneous cone. We compute explicitly the inverse of the mean map and the variance function of a Wishart exponential family.

Słowa kluczowe

EN

natural exponential families; variance function; Wishart laws; Riesz measure; homogeneous cones; graphical cones

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2019
• Tom: Vol. 39, Fasc. 2
• Strony: 337--360
• Opis fizyczny: Bibliogr. 26 poz.

Twórcy

autor

Graczyk Piotr

• Laboratoire de Mathématiques LAREMA, Université d’Angers, 2 Boulevard Lavoisier, 49045 Angers Cedex 01, France

autor

Ishi Hideyuki

• Graduate School of Mathematics, Nagoya University, Furo-cho, Nagoya 464-8602, Japan
• JST, PRESTO, 4-1-8 Honcho, Kawaguchi 332-0012, Japan

autor

Kołodziejek Bartosz

• Faculty of Mathematics and Information Science, Warsaw University of Technology, Koszykowa 75, 00-662 Warsaw, Poland

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2020).