Maximum likelihood estimator of the scale parameter for the Riesz distribution

DOI10.1016/J.SPL.2017.02.031MaRDI QIDQ2405930zbMATH OpenOpenAlexFDO

Authors Kaouthar Kammoun, Mahdi Louati, Afif Masmoudi

Publication date 28 September 2017

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

Full work available at URL https://doi.org/10.1016/j.spl.2017.02.031

zbMATH Keywords

Cholesky decompositionmaximum likelihood estimatordelta methodRiesz distributioninverse Riesz distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

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Cites work

• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• scientific article; zbMATH DE number 3232143 (Why is no real title available?)
• scientific article; zbMATH DE number 7697242 (Why is no real title available?)
• A characterization of the Riesz probability distribution
• A note on the moments of the Riesz distribution
• Mixture of the Riesz distribution with respect to a multivariate Poisson
• Mixture of the Riesz distribution with respect to the generalized multivariate gamma distribution
• Moment for the inverse Riesz distributions
• Multivariate stable exponential families and Tweedie scale
• On Riesz and Wishart distributions associated with decomposable undirected graphs
• Riesz exponential families on symmetric cones
• The inverse Riesz probability distribution on symmetric matrices

Cited in

(6)

• Bayesian estimation of the precision matrix with monotone missing data
• Estimation of the parameters of a Wishart extension on symmetric matrices
• The multiparameter \(t'\) distribution
• Maximum likelihood and maximum a posteriori estimators for the Riesz probability distribution
• An extension of the non-central Wishart distribution with integer shape vector
• An expectation maximization algorithm for the hidden Markov models with multiparameter student-t observations

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