Mixture of the Riesz distribution with respect to the generalized multivariate gamma distribution

DOI10.1016/j.jkss.2012.05.003zbMath1294.62139OpenAlexW2024059087MaRDI QIDQ2511818

Mahdi Louati

Publication date: 6 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2012.05.003

zbMATH Keywords

Laplace transformnatural exponential familyvariance functionRiesz distributiongeneralized multivariate gamma distribution

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Laplace transform (44A10)

Related Items (8)

Bayesian estimation of the precision matrix with monotone missing data ⋮ Maximum likelihood estimator of the scale parameter for the Riesz distribution ⋮ Moment for the inverse Riesz distributions ⋮ The stable processes on symmetric matrices ⋮ Generalized variance functions for infinitely divisible mixture distributions ⋮ Maximum likelihood and maximum a posteriori estimators for the Riesz probability distribution ⋮ The multiparameter t’distribution ⋮ Estimation of the parameters of a Wishart extension on symmetric matrices

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