Characterization of the Wishart Distribution on Homogeneous Cones in the Bobecka and Wesolowski Way |
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| Authors: | I. Boutouria |
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| Affiliation: | 1. Laboratoire de Probabilités et Statistique , Faculté des Sciences de Sfax , Sfax, Tunisia imen.boutouria@fss.rnu.tn |
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| Abstract: | The aim of this article is to extend the characterization of the ordinary Wishart on symmetric matrices as given by Bobecka and Weso?owski (2002 Bobecka , K. , Weso?owski , J. ( 2002 ). The Lukacs–Olkin–Rubin theorem without invariance of the “quotient” . Studia Math. 152 : 147 – 160 . [Google Scholar]) to the Wishart distribution on homogeneous cones. |
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| Keywords: | Functional equation Homogeneous cone Vinberg algebra Wishart distribution |
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