Maximum likelihood and maximum a posteriori estimators for the Riesz probability distribution

DOI10.1080/00949655.2021.1909587OpenAlexW3143154536MaRDI QIDQ3389644FDOQ3389644

Authors: Sameh Kessentini, Raoudha Zine 

Publication date: 23 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1909587

zbMATH Keywords

Wishart distributionCholesky decompositionmaximum likelihood estimatorRiesz distributionmaximum a posteriori estimatorRiesz inverse Gaussian distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Statistics (62-XX) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20)

Cites Work

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• Improved maximum-likelihood estimation of the shape parameter in the Nakagami distribution
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• Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition
• The Riesz probability distribution: Generation and EM algorithm
• A Variational Model for PolSAR Data Speckle Reduction Based on the Wishart Distribution

Cited In (4)

• Maximum likelihood estimator of the scale parameter for the Riesz distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Gaussian representation of the Riesz probability distribution on symmetric matrices

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