Maximum likelihood estimator of the scale parameter for the Riesz distribution
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DOI: 10.1016/j.spl.2017.02.031
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References listed on IDEAS
- Tounsi, Mariem & Zine, Raoudha, 2012. "The inverse Riesz probability distribution on symmetric matrices," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 174-182.
- Andersson, Steen A. & Klein, Thomas, 2010. "On Riesz and Wishart distributions associated with decomposable undirected graphs," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 789-810, April.
- Louati, Mahdi & Masmoudi, Afif, 2015. "Moment for the inverse Riesz distributions," Statistics & Probability Letters, Elsevier, vol. 102(C), pages 30-37.
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Keywords
Cholesky decomposition; Delta method; Inverse Riesz distribution; Maximum likelihood estimator; Riesz distributions;All these keywords.
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