.mig_mom {mig}R 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:


[Package mig version 1.0 Index]