Predictivistic characterizations of multivariate Student-\(t\) models

DOI10.1016/S0047-259X(02)00034-9zbMath1013.62061MaRDI QIDQ1810702

Reinaldo B. Arellano-Valle, Rosangela H. Loschi, Pilar L. Iglesias

Publication date: 9 June 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Pearson type II distribution; invariant distributions; conjugate prior distributions; de Finetti style theorems

Mathematics Subject Classification ID

62F15: Bayesian inference

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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Cites Work

• Conjugate priors for exponential families
• A predictivistic interpretation of the multivariate \(t\)-distribution
• Inference under representable priors for Pearson type II models in finite populations
• Conditioning on uncertain event: Extensions to Bayesian inference.
• On some characterizations of the \(t\)-distribution
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• On random sequences with spherical symmetry
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