On Bayesian inference for generalized multivariate gamma distribution

DOI10.1016/J.SPL.2010.05.018zbMATH Open1201.62008OpenAlexW2129844177MaRDI QIDQ990914FDOQ990914

Authors: Sourish Das, Dipak K. Dey 

Publication date: 1 September 2010

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

Full work available at URL: https://doi.org/10.1016/j.spl.2010.05.018

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zbMATH Keywords

Bayes estimatorMAP estimatemultivariate beta distributiondispersion matrixautoregressive structure

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

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Cited In (15)

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• Modelling and simulation of volumetric rainfall for a catchment in the Murray-Darling basin
• Learning statistics from counterexamples
• Bayesian Estimation for Bivariate Gamma Processes with Copula
• Matrix variate Macdonald distribution
• On Inverted Matrix Variate Gamma Distribution
• Title not available (Why is that?)
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• Regularizing portfolio risk analysis: a Bayesian approach
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