Moment for the inverse Riesz distributions

DOI10.1016/J.SPL.2015.03.010MaRDI QIDQ889017zbMATH OpenOpenAlexFDO

Authors Mahdi Louati, Afif Masmoudi

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

Cholesky decompositioninverse Riesz distributionRiesz distribution

Mathematics Subject Classification ID

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

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Cites work

• A characterization of the Riesz probability distribution
• A characterization of the Wishart exponential families by an invariance property
• A note on the moments of the Riesz distribution
• Analysis on Lie groups. An introduction
• scientific article; zbMATH DE number 3862243 (Why is no real title available?)
• scientific article; zbMATH DE number 4084766 (Why is no real title available?)
• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• scientific article; zbMATH DE number 3232143 (Why is no real title available?)
• Mixture of the Riesz distribution with respect to a multivariate Poisson
• Mixture of the Riesz distribution with respect to the generalized multivariate gamma distribution
• Multivariate stable exponential families and Tweedie scale
• On Lévy measures for infinitely divisible natural exponential families
• On Riesz and Wishart distributions associated with decomposable undirected graphs
• Riesz exponential families on symmetric cones
• The inverse Riesz probability distribution on symmetric matrices
• The Matsumoto\,-\,Yor property and the structure of the Wishart distribution

Cited in

(14)

• On the Gaussian representation of the Riesz probability distribution on symmetric matrices
• Estimation of the parameters of a Wishart extension on symmetric matrices
• Riesz inverse Gaussian distributions
• Maximum likelihood estimator of the scale parameter for the Riesz distribution
• The inverse moment for widely orthant dependent random variables
• scientific article; zbMATH DE number 4084766 (Why is no real title available?)
• A note on the moments of the Riesz distribution
• The multiparameter \(t'\) distribution
• Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model
• An extension of the non-central Wishart distribution with integer shape vector
• An expectation maximization algorithm for the hidden Markov models with multiparameter student-t observations
• The stable processes on symmetric matrices
• Probability distributions for realized covariance measures
• Bayesian estimation of the precision matrix with monotone missing data

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