Moment for the inverse Riesz distributions

DOI10.1016/J.SPL.2015.03.010zbMATH Open1330.60026OpenAlexW2090534939MaRDI QIDQ889017FDOQ889017

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

Cholesky decompositionRiesz distributioninverse Riesz distribution

Mathematics Subject Classification ID

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

Cites Work

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Cited In (12)

• A note on the moments of the Riesz distribution
• The multiparameter t’distribution
• The stable processes on symmetric matrices
• Bayesian estimation of the precision matrix with monotone missing data
• Estimation of the parameters of a Wishart extension on symmetric matrices
• The inverse moment for widely orthant dependent random variables
• An extension of the non-central Wishart distribution with integer shape vector
• Maximum likelihood estimator of the scale parameter for the Riesz distribution
• On the Gaussian representation of the Riesz probability distribution on symmetric matrices
• Title not available (Why is that?)
• An expectation maximization algorithm for the hidden Markov models with multiparameter student-t observations
• Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model

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