Pages that link to "Item:Q4821335"
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The following pages link to Multivariate T-Distributions and Their Applications (Q4821335):
Displaying 50 items.
- Default Bayes factors for ANOVA designs (Q96695) (← links)
- A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering (Q98131) (← links)
- D-vine copula based quantile regression (Q112600) (← links)
- Angle-based joint and individual variation explained (Q130628) (← links)
- Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← links)
- A bivariate \(F\) distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and \(t\) distributions (Q257532) (← links)
- Decision boundaries for mixtures of regressions (Q287417) (← links)
- Maximum likelihood inference for the multivariate \(t\) mixture model (Q290698) (← links)
- Testing multivariate distributions in GARCH models (Q291099) (← links)
- Robust modeling using non-elliptically contoured multivariate \(t\) distributions (Q301357) (← links)
- Hyperbolic measures on infinite dimensional spaces (Q302326) (← links)
- Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates (Q311310) (← links)
- Graphical models via joint quantile regression with component selection (Q321929) (← links)
- Expansions for log densities of multivariate estimates (Q340136) (← links)
- Long-tail distribution based multiscale-multiband autoregressive detection for hyperspectral imagery (Q357640) (← links)
- Generalized multivariate Birnbaum-Saunders distributions and related inferential issues (Q391538) (← links)
- Multivariate truncated moments (Q391583) (← links)
- Clustering gene expression time course data using mixtures of multivariate \(t\)-distributions (Q413359) (← links)
- A new mixture representation for multivariate \(t\) (Q413770) (← links)
- Permutation test for incomplete paired data with application to cDNA microarray data (Q425641) (← links)
- Errors of misclassification in discrimination with data from truncated \(t\) populations (Q452281) (← links)
- A robust factor analysis model using the restricted skew-\(t\) distribution (Q497859) (← links)
- The multivariate slash and skew-slash Student \(t\) distributions (Q499789) (← links)
- Idea of constructing an image of Bayes action (Q537410) (← links)
- A cautionary note on computing conditional from unconditional correlations (Q547104) (← links)
- Characteristic functions of scale mixtures of multivariate skew-normal distributions (Q548642) (← links)
- Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data (Q622452) (← links)
- Admissibilities of linear estimator in a class of linear models with a multivariate \(t\) error variable (Q625824) (← links)
- Extreme value properties of multivariate \(t\) copulas (Q626284) (← links)
- Some correlations in intersection-union tests and their relationship with complete power (Q631564) (← links)
- Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions (Q641155) (← links)
- Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791) (← links)
- Some results on the truncated multivariate \(t\) distribution (Q643370) (← links)
- Using MCMC chain outputs to efficiently estimate Bayes factors (Q645491) (← links)
- On Bayes's theorem for improper mixtures (Q651020) (← links)
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data (Q651076) (← links)
- An efficient nonparametric test for bivariate two-sample location problem (Q713823) (← links)
- Matricvariate and matrix multivariate \(T\) distributions and associated distributions (Q715506) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Flexible mixture modeling via the multivariate \(t\) distribution with the Box-Cox transformation: an alternative to the skew-\(t\) distribution (Q746177) (← links)
- Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers (Q764498) (← links)
- Rectangular chance constrained geometric optimization (Q779767) (← links)
- Normal variance mixtures: distribution, density and parameter estimation (Q830505) (← links)
- Moments of the product and ratio of two correlated chi-square variables (Q840986) (← links)
- The product \(t\) density distribution arising from the product of two Student's \(t\) PDFs (Q841003) (← links)
- An asymptotic expansion of the distribution of Student's \(t\) type statistic under spherical distributions (Q842960) (← links)
- The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior (Q887462) (← links)
- Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results (Q892461) (← links)
- Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions (Q899035) (← links)
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
