The classical family of Wishart distributions on a cone of positive definite matrices and its fun... more The classical family of Wishart distributions on a cone of positive definite matrices and its fundamental features are extended to a family of generalized Wishart distributions on a homogeneous cone using the theory of exponential families. The generalized Wishart ...
The classical family of Wishart distributions on a cone of positive definite matrices and its fun... more The classical family of Wishart distributions on a cone of positive definite matrices and its fundamental features are extended to a family of generalized Wishart distributions on a homogeneous cone using the theory of exponential families. The generalized Wishart ...
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Papers by Gregory Wojnar