Estimation of the parameters of a Wishart extension on symmetric matrices

DOI10.1007/s42952-022-00176-2OpenAlexW4283837321WikidataQ114216756 ScholiaQ114216756MaRDI QIDQ2111953

Mahdi Louati, Emna Ghorbel, Kaouthar Kammoun, Akram Sallem

Publication date: 17 January 2023

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-022-00176-2

zbMATH Keywords

mean squared errormaximum likelihood estimatormethod of momentsRiesz distributiondigamma functionCholesky decomposition

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Random matrices (probabilistic aspects) (60B20)

Uses Software

• DLMF

Cites Work

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• Some matrix-variate distribution theory: Notational considerations and a Bayesian application
• Further identities for the Wishart distribution with applications in regression
• Mixture of the Riesz Distribution with Respect to a Multivariate Poisson
• The multiparameter t’distribution

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