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Wishart exponential families on cones related to tridiagonal matrices
Authors:Graczyk  Piotr  Ishi  Hideyuki  Mamane  Salha
Affiliation:1.LAREMA, University of Angers, 2 Boulevard Lavoisier, 49045, Angers Cedex 01, France
;2.Graduate School of Mathematics, Nagoya University, Furo-cho, Chikusa-ku, Nagoya, 464-8602, Japan
;3.School of Statistics and Actuarial Science, University of the Witwatersrand, Private Bag X3, Wits, Johannesburg, 2050, South Africa
;
Abstract:Annals of the Institute of Statistical Mathematics - Let G be the graph corresponding to the graphical model of nearest neighbor interaction in a Gaussian character. We study Natural Exponential...
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