The Wishart Distributions on Homogeneous Cones ⋄

@inproceedings{Andersson2001TheWD,
  title={The Wishart Distributions on Homogeneous Cones ⋄},
  author={Steen A. Andersson and G. GERARD WOJNAR},
  year={2001}
}
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 distributions include all known families of Wishart distributions as special cases. The relations to graphical models and Bayesian statistics are indicated. 

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