Structural equation modeling of multivariate gamma density

Structural equation modeling of multivariate gamma density

There is an increased interest in the multivariate gamma distribution, not only in its properties and functionality but also in its parameter estimations. In this work, we present a review of the multivariate gamma distribution, and propose a multivariate gamma distribution based on a linear relatio...

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Bibliographic Details
Published in:Afrika mathematica Vol. 25; no. 2; pp. 345 - 356
Main Authors: Diawara, Norou, Oluyede, Broderick, King, Robert A. R.
Format: Journal Article
Language:English
Published: Berlin/Heidelberg Springer Berlin Heidelberg 01-06-2014
Subjects:
Applications of Mathematics
History of Mathematical Sciences
Mathematics
Mathematics and Statistics
Mathematics Education
Multivariate gamma distribution
Laplace transform
EM algorithm
60E05
Online Access:Get full text
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Summary:There is an increased interest in the multivariate gamma distribution, not only in its properties and functionality but also in its parameter estimations. In this work, we present a review of the multivariate gamma distribution, and propose a multivariate gamma distribution based on a linear relationship of a structural equation modeling. The objective is to include proportional occurrence in the density formulation for limited data applications. The dependence in the structure is maintained, and our approach uses the familiar expectation-maximization technique.
ISSN:1012-9405
2190-7668
DOI:10.1007/s13370-012-0121-7