The inverse Riesz probability distribution on symmetric matrices

DOI10.1016/j.jmva.2012.05.013zbMath1248.60021OpenAlexW2067742187MaRDI QIDQ444968

Mariem Tounsi, Raoudha Zine

Publication date: 24 August 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.05.013

zbMATH Keywords

Wishart distributionRiesz distributiongeneralized inverse Gaussian distributioninverse Wishart distributionRiesz inverse Gaussian distribution

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

Maximum likelihood estimator of the scale parameter for the Riesz distribution ⋮ The Riesz probability distribution: Generation and EM algorithm ⋮ Moment for the inverse Riesz distributions ⋮ The extended matrix-variate beta probability distribution on symmetric matrices ⋮ Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model ⋮ On the Gaussian representation of the Riesz probability distribution on symmetric matrices

Uses Software

• BayesDA

Cites Work

• Unnamed Item
• Enriched conjugate and reference priors for the Wishart family on symmetric cones
• Riesz inverse Gaussian distributions
• Duality between matrix variate \(t\) and matrix variate V.G. distributions
• The Matsumoto\,-\,Yor property and the structure of the Wishart distribution
• Wishart distributions for decomposable graphs
• Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
• Riesz exponential families on symmetric cones

This page was built for publication: The inverse Riesz probability distribution on symmetric matrices