Maximum likelihood and maximum a posteriori estimators for the Riesz probability distribution

DOI10.1080/00949655.2021.1909587OpenAlexW3143154536MaRDI QIDQ3389644

Sameh Kessentini, Raoudha Zine

Publication date: 23 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1909587

zbMATH Keywords

maximum likelihood estimatorWishart distributionmaximum a posteriori estimatorRiesz distributionCholesky decompositionRiesz inverse Gaussian distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Random matrices (probabilistic aspects) (60B20) Statistics (62-XX) Characteristic functions; other transforms (60E10)

Related Items (1)

On the Gaussian representation of the Riesz probability distribution on symmetric matrices

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