Structural equation modeling of multivariate gamma density

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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.