Moment for the inverse Riesz distributions

DOI10.1016/j.spl.2015.03.010zbMath1330.60026OpenAlexW2090534939MaRDI QIDQ889017

Afif Masmoudi, Mahdi Louati

Publication date: 5 November 2015

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

Full work available at URL: https://doi.org/10.1016/j.spl.2015.03.010

zbMATH Keywords

Riesz distributionCholesky decompositioninverse Riesz distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Random matrices (algebraic aspects) (15B52)

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Bayesian estimation of the precision matrix with monotone missing data ⋮ Maximum likelihood estimator of the scale parameter for the Riesz distribution ⋮ Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model ⋮ The stable processes on symmetric matrices ⋮ The multiparameter t’distribution ⋮ On the Gaussian representation of the Riesz probability distribution on symmetric matrices ⋮ Estimation of the parameters of a Wishart extension on symmetric matrices

Cites Work

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