Multivariate skewt-distribution

From MaRDI portal
Revision as of 05:04, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4454280

DOI10.1080/715019247zbMath1037.62045OpenAlexW2030061514MaRDI QIDQ4454280

Arjun K. Gupta

Publication date: 8 March 2004

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/715019247




Related Items (50)

Bias-corrected Estimators of Scalar Skew NormalThe inverse problem of multivariate and matrix-variate skew normal distributionsSome Computational Aspects of Maximum Likelihood Estimation of the Skew-t DistributionUnnamed ItemRobust Likelihood Methods Based on the Skew-t and Related DistributionsTransmission of the Greek crisis on the sovereign debt markets in the euro areaInference for Box-Cox Transformed Threshold GARCH Models with Nuisance ParametersGeneralized skew-Cauchy distributionA new robust class of skew elliptical distributionsOn some study of skew-t distributionsChange-constrained stochastic programming problem with normal, t and skew normal, skew t distributionsOn mixtures of skew normal and skew \(t\)-distributionsAugmented mixed beta regression models with skew-normal independent distributions: Bayesian analysis of labor force dataFinite mixtures of multivariate skew \(t\)-distributions: some recent and new resultsA Bayesian multivariate mixture model for skewed longitudinal data with intermittent missing observations: An application to infant motor developmentThe multivariate t -distribution with multiple degrees of freedomBayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New ResultsAddressing non-normality in multivariate analysis using the \(t\)-distributionSemiparametric Gaussian variance-mean mixtures for heavy-tailed and skewed dataBias-corrected estimators of scalar skew normalA note on bias reduction of maximum likelihood estimates for the scalar skew \(t\) distributionBayesian analysis of skew-\(t\) multivariate null intercept measurement error modelPenalized maximum likelihood method to a class of skewness data analysisOn the information matrix of the multivariate skew-\(t\) modelThe multivariate slash and skew-slash Student \(t\) distributionsTesting for sub-models of the skew \(t\)-distributionMANOVA for large hypothesis degrees of freedom under non-normalityShannon Entropy and Mutual Information for Multivariate Skew‐Elliptical DistributionsEstimating stable latent factor models by indirect inferenceA robust Bayesian approach to null intercept measurement error model with application to dental dataNormality test for multivariate conditional heteroskedastic dynamic regression modelsOn the singularity of multivariate skew-symmetric modelsSkewed Bessel function distributions with application to rainfall dataEstimation and inference for dependence in multivariate dataQuadratic forms of multivariate skew normal-symmetric distributionsA skewed truncated \(t\) distributionAsymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributionsA note on the Jarque-Bera normality test for GARCH innovationsRobust linear mixed models with skew-normal independent distributions from a Bayesian perspectiveSkewed factor models using selection mechanismsOn the LBI criterion for the multivariate one-way random effects model under non-normalityAn overview on the progeny of the skew-normal family -- a personal perspectiveAn overview of skew distributions in model-based clusteringMinimum density power divergence estimator for covariance matrix based on skew \(t\) distributionAnalysis of multivariate skew normal models with incomplete dataThe beta skew \(t\) distribution and its propertiesVariance-mean mixture of the multivariate skew normal distributionAsymptotics for testing hypothesis in some multivariate variance components model under non-normalityExplicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributionsModel-based clustering and classification with non-normal mixture distributions




Cites Work




This page was built for publication: Multivariate skewt-distribution