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Estimation of the parameters of a Wishart extension on symmetric matrices - MaRDI portal

Estimation of the parameters of a Wishart extension on symmetric matrices (Q2111953)

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scientific article; zbMATH DE number 7643155
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English
Estimation of the parameters of a Wishart extension on symmetric matrices
scientific article; zbMATH DE number 7643155

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    Estimation of the parameters of a Wishart extension on symmetric matrices (English)
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    17 January 2023
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    Cholesky decomposition
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    digamma function
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    maximum likelihood estimator
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    mean squared error
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    method of moments
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    Riesz distribution
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