mig

MaRDI QIDQ7385208CRANFDO

Authors Léo R. Belzile, Frédéric Ouimet

Last update 8 April 2025

Copyright license MIT license, File License

Software version identifier PACKAGES.rds, 1.0, 2.0

Description

Provides utilities for estimation for the multivariate inverse Gaussian distribution of Minami (2003) <doi:10.1081/STA-120025379>, including random vector generation and explicit estimators of the location vector and scale matrix. The package implements kernel density estimators discussed in Belzile, Desgagnes, Genest and Ouimet (2024) <doi:10.48550/arXiv.2209.04757> for smoothing multivariate data on half-spaces.

Cites work

• A Multivariate Extension of Inverse Gaussian Distribution Derived from Inverse Relationship

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