dot-mig_mom: Method of moments estimators for multivariate inverse...

.mig_momR Documentation

Method of moments estimators for multivariate inverse Gaussian vectors

Description

These estimators are based on the sample mean and covariance.

Usage

.mig_mom(x, beta, shift)

Arguments

x

n by d matrix of quantiles

beta

d vector \boldsymbol{\beta} defining the half-space through \boldsymbol{\beta}^{\top}\boldsymbol{\xi}>0

shift

d translation for the half-space \boldsymbol{a}

Value

a list with components:

  • xi: MOM estimate of the expectation or location vector

  • Omega: MOM estimate of the scale matrix


mig documentation built on April 11, 2025, 5:45 p.m.