带整数形状向量的非中心维沙特分布的扩展

IF 0.8 3区数学 Q2 MATHEMATICS

Acta Mathematica Sinica-English Series Pub Date : 2024-05-20 DOI:10.1007/s10114-024-2549-8

Kaouthar Kammoun

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引用次数: 0

摘要

本研究论文涉及安德森和吉尔希克于 1944 年提出的非中心韦夏特分布的扩展，即当尺度参数由离散向量导出时的非中心里兹分布。它与单调缺失数据的正态样本矩阵有关。我们通过拉普拉斯变换描述了这种分布的特征，并给出了生成这种分布的算法。然后，我们基于矩方法研究了所提模型的参数估计。我们通过数值研究来评估所提出的估计方法的性能。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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An Extension of the Non-central Wishart Distribution with Integer Shape Vector

This research paper deals with an extension of the non-central Wishart introduced in 1944 by Anderson and Girshick, that is the non-central Riesz distribution when the scale parameter is derived from a discrete vector. It is related to the matrix of normal samples with monotonous missing data. We characterize this distribution by means of its Laplace transform and we give an algorithm for generating it. Then we investigate, based on the method of the moment, the estimation of the parameters of the proposed model. The performance of the proposed estimators is evaluated by a numerical study.

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来源期刊

Acta Mathematica Sinica-English Series 数学-数学

CiteScore

1.00

自引率

0.00%

发文量

138

审稿时长

14.5 months

期刊介绍： Acta Mathematica Sinica, established by the Chinese Mathematical Society in 1936, is the first and the best mathematical journal in China. In 1985, Acta Mathematica Sinica is divided into English Series and Chinese Series. The English Series is a monthly journal, publishing significant research papers from all branches of pure and applied mathematics. It provides authoritative reviews of current developments in mathematical research. Contributions are invited from researchers from all over the world.