A note on the moments of the Riesz distribution

DOI10.1016/J.JSPI.2013.07.012zbMATH Open1279.62038arXiv1303.5142OpenAlexW1676196094MaRDI QIDQ394085FDOQ394085

Authors: José A. Díaz-García 

Publication date: 24 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: This article derives the first two moments of the two versions of the Riesz distribution in the terms of their characteristic functions.

Full work available at URL: https://arxiv.org/abs/1303.5142

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Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Exact distribution theory in statistics (62E15)

Cites Work

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• Riesz exponential families on symmetric cones
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Beta-Riesz distributions on symmetric cones

Cited In (9)

• A note on Rosenblatt distributions
• 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 estimator of the scale parameter for the Riesz distribution
• Moment for the inverse Riesz distributions
• On Riesz distribution
• A note on the \(S_2(\delta)\) distribution and the Riemann Xi function
• On the Gaussian representation of the Riesz probability distribution on symmetric matrices

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