A characterization of the Riesz distribution
Probability
2007-06-06 v1
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.
Keywords
Cite
@article{arxiv.0706.0679,
title = {A characterization of the Riesz distribution},
author = {Abdelhamid Hassairi and Sallouha Lajmi and Raoudha Zine},
journal= {arXiv preprint arXiv:0706.0679},
year = {2007}
}