Article ID Journal Published Year Pages File Type
5129917 Statistics & Probability Letters 2017 5 Pages PDF
Abstract

This paper deals with the study of the maximum likelihood estimator of the scale parameter for the Riesz distribution. This distribution represents a natural generalization of the Wishart distribution. We give an explicit formula of this estimator and we examine some related asymptotic properties.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Maximum likelihood estimator of the scale parameter for the Riesz distribution
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