Pages that link to "Item:Q5884457"
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The following pages link to On the Conditional Distribution of the Multivariate <i>t</i> Distribution (Q5884457):
Displayed 18 items.
- Inverse regression approach to robust nonlinear high-to-low dimensional mapping (Q1686148) (← links)
- Conditional distributions of multivariate normal mean-variance mixtures (Q1726830) (← links)
- A copula transformation in multivariate mixed discrete-continuous models (Q2049229) (← links)
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models (Q2084460) (← links)
- Student's-\(t\) process with spatial deformation for spatio-temporal data (Q2111313) (← links)
- Network tail risk estimation in the European banking system (Q2246610) (← links)
- Modality for scenario analysis and maximum likelihood allocation (Q2657014) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- Predictor versus response permutation for significance testing in weighted regression and redundancy analysis (Q5086087) (← links)
- A mixture autoregressive model based on Student’s <i>t</i>–distribution (Q5875239) (← links)
- A mixture autoregressive model based on Gaussian and Student's \(t\)-distributions (Q6039102) (← links)
- Global implicit function theorems and the online expectation–maximisation algorithm (Q6051671) (← links)
- Joint modelling of longitudinal measurements and survival times via a multivariate copula approach (Q6063291) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods (Q6122057) (← links)
- A robust score-driven filter for multivariate time series (Q6176096) (← links)
- Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions (Q6183688) (← links)