Advances and Challenges in Inferences for Elliptically Contoured t Distributions
Publication:4645247
DOI10.1007/978-3-319-31260-6_1zbMath1407.62237OpenAlexW2506007484MaRDI QIDQ4645247
Publication date: 10 January 2019
Published in: Advances and Challenges in Parametric and Semi-parametric Analysis for Correlated Data (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-31260-6_1
elliptically contoured distributionconsistent estimationscale matrixregression effectsclustered regression model with uncorrelated \(t\) errorsmultivariate \(t\) and normal as special casesnormality based testing yielding degrees of freedom based power propertyshape or degrees of freedom parameter
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Parametric hypothesis testing (62F03)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dynamic mixed models for familial longitudinal data
- Score test for the covariance matrix of the elliptical \(t\)-distribution
- A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
- Bayes prediction in regressions with elliptical errors
- Robustness of multivariate tests
- Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models
- Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
- Estimation of the parameters of a regression model with a multivariate t error variable
- On the characteristic function of multivariate Studentt-distribution
- Percentage Points of the Distribution of the t Statistic When the Parent Is Student's t
- On the Distribution of the Difference of Two t-Variables
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- The Distribution of Linear Combinations of t-Variables
- Multivariate T-Distributions and Their Applications
- Measures of multivariate skewness and kurtosis with applications
- A BIVARIATE GENERALIZATION OF STUDENT'S t-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASES