Characterization of the Riesz exponential family on homogeneous cones
Volume 158 / 2019
Colloquium Mathematicum 158 (2019), 45-57
MSC: Primary 60B11; Secondary 62E10.
DOI: 10.4064/cm7548-9-2018
Published online: 14 June 2019
Abstract
We give a characterization theorem for the Riesz measure {and a Wishart exponential family} on homogeneous cones through the invariance property of a natural exponential family under the action of the triangular group.
