Closed-form estimator for the matrix-variate Gamma distribution (Q5003660)

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scientific article; zbMATH DE number 7373947
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Closed-form estimator for the matrix-variate Gamma distribution
scientific article; zbMATH DE number 7373947

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    Closed-form estimator for the matrix-variate Gamma distribution (English)
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    22 July 2021
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    near-singular matrices
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    estimation error
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    maximum likelihood method
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    asymptotic distribution
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