dot-mig_mom function

Method of moments estimators for multivariate inverse Gaussian vectors

These estimators are based on the sample mean and covariance.

.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 $\boldsymbol{a}$

Returns

a list with components:

• xi: MOM estimate of the expectation or location vector
• Omega: MOM estimate of the scale matrix