Title

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.

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