Infinitely divisible matrix gamma distribution: asymptotic behaviour and parameters estimation

DOI10.1016/J.SPL.2022.109757MaRDI QIDQ2112277zbMATH OpenOpenAlexFDO

Authors Afif Masmoudi, Hajer Rejeb

Publication date 10 January 2023

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2022.109757

zbMATH Keywords

gamma distributioninfinite divisibilitymoments estimatorsrandom matricessimulationWishart distribution

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10) Multivariate distribution of statistics (62H10)

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Cited in

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• Infinitely divisible multivariate and matrix gamma distributions

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