A characterization of the Riesz distribution

2007/06/05 by Abdelhamid Hassairi, Hassairi, Abdelhamid, S. Lajmi +3 · 1 citation
Computer Science · Mathematics · #Advanced Statistical Methods and Models #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability (math.PR) #Statistical Distribution Estimation and Applications

paper · pdf · doi:10.48550/arxiv.0706.0679

openalex publication_date 2007/06/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Bobecka and Wesolowski (2002) have shown that, in the Olkin and Rubin characterization of the Wishart distribution (See Casalis and Letac (1996)), when we use the division algorithm defined by the quadratic representation and replace the property of invariance by the existence of twice differentiable densities, we still have a characterization of the Wishart distribution. In the present work, we show that, when we use the division algorithm defined by the Cholesky decomposition, we get a characterization of the Riesz distribution.

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