Maximum likelihood estimator of the scale parameter for the Riesz distribution

DOI10.1016/j.spl.2017.02.031zbMath1457.62064OpenAlexW2592219144MaRDI QIDQ2405930

Afif Masmoudi, Mahdi Louati, Kaouthar Kammoun

Publication date: 28 September 2017

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

Full work available at URL: https://doi.org/10.1016/j.spl.2017.02.031

zbMATH Keywords

maximum likelihood estimatordelta methodRiesz distributionCholesky decompositioninverse Riesz distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items

Bayesian estimation of the precision matrix with monotone missing data ⋮ Maximum likelihood and maximum a posteriori estimators for the Riesz probability distribution ⋮ The multiparameter t’distribution ⋮ Estimation of the parameters of a Wishart extension on symmetric matrices

Cites Work

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