The multiparameter t’distribution

DOI10.2298/FIL1913137GzbMath1499.60035MaRDI QIDQ5863922

Mahdi Louati, Emna Ghorbel

Publication date: 3 June 2022

Published in: Filomat (Search for Journal in Brave)

zbMATH Keywords

Riesz distributionexpectation maximization algorithmCholesky decompositionmultivariate \(t'\) distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items

Bayesian estimation of the precision matrix with monotone missing data ⋮ On the Gaussian representation of the Riesz probability distribution on symmetric matrices ⋮ Estimation of the parameters of a Wishart extension on symmetric matrices

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