Extension of the Olkin and Rubin Characterization to the Wishart distribution on homogeneous cones

Abstract

The Wishart distribution on an homogeneous cone is a generalization of the Riesz distribution on a symmetric cone which corresponds to a given graph. The paper extends to this distribution, the famous Olkin and Rubin characterization of the ordinary Wishart distribution on symmetric matrices.

References in corpus (2)

• Wishart distributions for decomposable graphs
• Parameter Priors for Directed Acyclic Graphical Models and the Characterization of Several Probability Distributions

Cited by in corpus (1)

• Riesz exponential families on homogeneous cones