Structural Equation Modeling of Multivariate Gamma Density
Document Type
Article
Publication Date
6-2014
Publication Title
Afrika Matematika
DOI
10.1007/s13370-012-0121-7
ISSN
2190-7668
Abstract
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.
Recommended Citation
Diawara, Norou, Broderick O. Oluyede, Robert A.R. King.
2014.
"Structural Equation Modeling of Multivariate Gamma Density."
Afrika Matematika, 25 (2): 345-356.
doi: 10.1007/s13370-012-0121-7
https://digitalcommons.georgiasouthern.edu/math-sci-facpubs/137
