Pages that link to "Item:Q2492711"

The following pages link to Mathematical properties of the multivariate \(t\) distribution (Q2492711):

Displaying 14 items.

• Local statistical modeling via a cluster-weighted approach with elliptical distributions (Q263361) (← links)
• An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650) (← links)
• Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression (Q730726) (← links)
• Improved variance estimation under sub-space restriction (Q1026362) (← links)
• Estimating stable latent factor models by indirect inference (Q1754526) (← links)
• A robust approach to joint modeling of mean and scale covariance for longitudinal data (Q2390462) (← links)
• Automated learning of \(t\) factor analysis models with complete and incomplete data (Q2404419) (← links)
• Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap (Q2856551) (← links)
• On Quadratic Forms of Multivariate<i>t</i>Distribution with Applications (Q2903820) (← links)
• Statistical arbitrage with vine copulas (Q4619524) (← links)
• A new multivariate <i>t</i> distribution with variant tail weights and its application in robust regression analysis (Q5093038) (← links)
• Replica analysis of overfitting in generalized linear regression models (Q5870629) (← links)
• On the Conditional Distribution of the Multivariate <i>t</i> Distribution (Q5884457) (← links)
• The Generalized Fisher's Combination and Accurate <i>P</i>-Value Calculation under Dependence (Q6055863) (← links)