Parameter estimation for generalized Dirichlet distributions from the sample estimates of the first and the second moments of random variables

Computational Statistics and Data Analysis

Volumn 54, Issue 7, 2010, Pages 1756-1765

  Wong, Tzu Tsung ^a  

^a NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

Author keywords

Compositional data; Covariance matrix; Generalized Dirichlet distribution; Parameter estimation

Indexed keywords

CAR MARKETS; COMPOSITIONAL DATA; COVARIANCE STRUCTURES; DATA ANALYSIS; DIRICHLET DISTRIBUTIONS; ESTIMATION PROCESS; EXPECTED VALUES; GENERALIZED DIRICHLET DISTRIBUTION; PARAMETER ESTIMATION METHOD; SAMPLE COVARIANCE MATRIX; SECOND MOMENTS; SPEED-UPS;

COVARIANCE MATRIX; METAL ANALYSIS; RANDOM PROCESSES; RANDOM VARIABLES;

PARAMETER ESTIMATION;

EID: 77949570275     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.02.008     Document Type: Article

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