The inverse Riesz probability distribution on symmetric matrices
| Autor: | Mariem Tounsi, Raoudha Zine |
|---|---|
| Jazyk: | angličtina |
| Předmět: |
Statistics and Probability
Generalized inverse Gaussian distribution Numerical Analysis Mathematics::Functional Analysis Riesz distribution Inverse Wishart distribution Riesz potential Riesz representation theorem Inverse-Wishart distribution Mathematical analysis Mathematics::Classical Analysis and ODEs Riesz inverse Gaussian distribution Mathematics::Spectral Theory Inverse Gaussian distribution symbols.namesake Riesz transform M. Riesz extension theorem symbols Wishart distribution Statistics Probability and Uncertainty Inverse distribution Mathematics |
| Zdroj: | Journal of Multivariate Analysis. :174-182 |
| ISSN: | 0047-259X |
| DOI: | 10.1016/j.jmva.2012.05.013 |
| Popis: | The Riesz distributions on positive definite symmetric matrices are used to introduce a class of inverse Riesz distributions. Some fundamental properties of these new distributions are established. We prove a property of independence between blocks of an inverse Riesz matrix, and we show that some projections of these distributions are also inverse Riesz. We also show the relationship between these distributions with the Riesz inverse Gaussian distributions introduced by Hassairi et al. (2007) [7]. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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