Matricvariate Generalizations of the Multivariate t Distribution and the Inverted Multivariate t Distribution

Cited in

(56)

On the exact and approximate distributions of the product of a Wishart matrix with a normal vector
On the complex analogue of Bayesian estimation of a multivariate regression model
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
The inverse problem of multivariate and matrix-variate skew normal distributions
Comparison of alternative functional forms in production
Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors
Matrix variate Cauchy distribution
Matrix variate generalized asymmetric Laplace distributions
Doubly singular matrix variate beta type I and II and singular inverted matricvariate t distributions
Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
Multivector variate distributions
Matricvariate and matrix multivariate $T$ distributions and associated distributions
Classification With the Matrix-Variate-t Distribution
Multimatricvariate distribution under elliptical models
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
Singular matric and matrix variate $t$ distributions
Large deviations for random matrices in the orthogonal group and Stiefel manifold with applications to random projections of product distributions
Posterior mean and variance approximation for regression and time series problems
Distribution of sum of squares and products matrices for the generalized multilinear matrix-T model
Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations
The multiparameter $t'$ distribution
A data driven equivariant approach to constrained Gaussian mixture modeling
Percentage Points of the Multivariate t Distribution
MCMC Algorithms for Posteriors on Matrix Spaces
On small sample properties of zellner's estimator for the case of two sur equations with compound normal disturbances
Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model
Multivariate studentization and its applications
Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions
β-Expectation tolerance region for the multilinear model with matrix-terror distribution
On some characterizations of the $t$-distribution
A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression
Generalized matrix t distribution based on new matrix gamma distribution
A predictivistic interpretation of the multivariate t-distribution
Product of a Wishart matrix and the conditionally elliptical random vector and its application to an elliptical regression model
Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models
On the matrix-variate generalized hyperbolic distribution and its Bayesian applications
The distribution of the residual from a general elliptical multivariate linear model
Conjugate Bayes discrimination with infinitely many variables
Predictivistic characterizations of multivariate Student-$t$ models
Local statistical modeling via a cluster-weighted approach with elliptical distributions
A set of independent sequential residuals for the multivariate regression model
Multitude of multivariatet-distributions
A characterization of multivariate normal distribution and its application
Conjugate bayesian inference for structural models
Spherical ensembles
On matrix-variate regression analysis
Duality between matrix variate $t$ and matrix variate V.G. distributions
Bayesian Inference in the Multivariate Mixed ModelManova
Some aspects of bivariate regression subject to linear constraints
Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions
Likelihood ratio test for covariance matrix under multivariate t distribution with uncorrelated observations
The distribution of matrix quotients
Testing optimality of experimental designs for a regression model with random variables
A new representation of Student's t as a function of independent t's, with a generalization to the matrix t
The distribution of sample mean-variance portfolio weights
Some decompositions of spherical distributions

This page was built for publication: Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5541020)