WISHART EXPONENTIAL FAMILIES AND VARIANCE FUNCTION ON HOMOGENEOUS CONESReport as inadecuate




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1 UMR6093 Laboratoire Angevin de Recherche en Mathématiques LAREMA 2 Graduate School of Mathematics Nagoya 3 Warsaw University of Technology Warsaw

Abstract : We present a systematic study of Riesz measures and their natural exponential families of Wishart laws on a homogeneous cone. We compute explicitly the inverse of the mean map and the variance function of a Wishart exponential family.





Author: Piotr Graczyk - Hideyuki Ishi - Bartosz Kolodziejek -

Source: https://hal.archives-ouvertes.fr/



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