Pages that link to "Item:Q4821335"
From MaRDI portal
The following pages link to Multivariate T-Distributions and Their Applications (Q4821335):
Displaying 50 items.
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- Advances and Challenges in Inferences for Elliptically Contoured t Distributions (Q4645247) (← links)
- BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO (Q4645332) (← links)
- Student's<i>t</i>Vector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances (Q4916406) (← links)
- THE EXPECTED SHORTFALL OF QUADRATIC PORTFOLIOS WITH HEAVY‐TAILED RISK FACTORS (Q4919617) (← links)
- Robust multivariate control charts based on Birnbaum–Saunders distributions (Q4960532) (← links)
- Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698) (← links)
- Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection (Q4960726) (← links)
- (Q4969140) (← links)
- Missing covariates in logistic regression, estimation and distribution selection (Q4970600) (← links)
- Robustness for general design mixed models using the<i>t</i>-distribution (Q4970921) (← links)
- Anomalous and traditional diffusion modelling in SOM learning (Q4971727) (← links)
- Three Non-Gaussian Models of Dependence in Returns (Q4976495) (← links)
- Multiple scaled contaminated normal distribution and its application in clustering (Q5006013) (← links)
- “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007 (Q5019760) (← links)
- Multivariate <i>t</i> semiparametric mixed-effects model for longitudinal data with multiple characteristics (Q5033950) (← links)
- The multivariate tail-inflated normal distribution and its application in finance (Q5033962) (← links)
- A simulation study to compare reference and other priors in the case of a standard univariate Student t-distribution (Q5039385) (← links)
- On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality (Q5075569) (← links)
- Unbiased estimator of correlation coefficient (Q5079217) (← links)
- The <i>t</i> linear mixed model: model formulation, identifiability and estimation (Q5082978) (← links)
- Maximum likelihood estimation in vector autoregressive models with multivariate scaled <i>t</i>-distributed innovations using EM-based algorithms (Q5084753) (← links)
- Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm (Q5087937) (← links)
- A new multivariate <i>t</i> distribution with variant tail weights and its application in robust regression analysis (Q5093038) (← links)
- Systemic Risk-Driven Portfolio Selection (Q5095162) (← links)
- Multivariate Myriad Filters Based on Parameter Estimation of Student-$t$ Distributions (Q5109276) (← links)
- Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581) (← links)
- Doubly reweighted estimators for the parameters of the multivariate t-distribution (Q5154111) (← links)
- Robust transformation mixed‐effects models for longitudinal continuous proportional data (Q5192951) (← links)
- (Q5207209) (← links)
- Bayesian analysis of multivariate<i>t</i>linear mixed models with missing responses at random (Q5222308) (← links)
- Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets (Q5249215) (← links)
- On a Generalization of the Modified Gravity Model (Q5261321) (← links)
- On the product<i>XY</i>for the elliptically symmetric Kotz type distribution (Q5317770) (← links)
- POPULAR DCT MODELS (Q5386701) (← links)
- Identifiability of Finite Mixtures of Elliptical Distributions (Q5430619) (← links)
- Integrated Square Error Asymptotics for Supersmooth Deconvolution (Q5430624) (← links)
- The multiparameter t’distribution (Q5863922) (← links)
- A mixture autoregressive model based on Student’s <i>t</i>–distribution (Q5875239) (← links)
- Some Inferential Problems from Log Student’s T-distribution and its Multivariate Extension (Q5877588) (← links)
- Efficient Robbins–Monro procedure for multivariate binary data (Q5879971) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- On the Conditional Distribution of the Multivariate <i>t</i> Distribution (Q5884457) (← links)
- Skewed factor models using selection mechanisms (Q5964281) (← links)
- On the robustness to outliers of the Student‐t process (Q6049757) (← links)
- Robust algorithm for attack detection based on time‐varying hidden Markov model subject to outliers (Q6049913) (← links)
- Bayesian hierarchical mixture models for detecting non‐normal clusters applied to noisy genomic and environmental datasets (Q6051678) (← links)
- Estimation in multivariate linear mixed models for longitudinal data with multiple outputs: Application to PBCseq data analysis (Q6068487) (← links)
- Incentives for prosocial behavior under reputation persistence and policy lags (Q6109192) (← links)
- Non-reversible guided Metropolis kernel (Q6116753) (← links)
