Multivariate T-Distributions and Their Applications
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Infinitely divisible distributions; stable distributions (60E07) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to statistics (62-00)
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(only showing first 100 items - show all)- Integrated Square Error Asymptotics for Supersmooth Deconvolution
- Generalized multivariate Birnbaum-Saunders distributions and related inferential issues
- Bayesian inference in joint modelling of location and scale parameters of the t distribution for longitudinal data
- A bivariate F distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and t distributions
- Multivariate \(T\)-normal distributions in applied statistics
- Efficient Robbins–Monro procedure for multivariate binary data
- Flexible mixture modeling via the multivariate t distribution with the Box-Cox transformation: an alternative to the skew-t distribution
- Statistical arbitrage with vine copulas
- Bayesian inference for the tangent portfolio
- Dependency reduction with divisive normalization: justification and effectiveness
- Maximum likelihood estimation in vector autoregressive models with multivariate scaled t-distributed innovations using EM-based algorithms
- POPULAR DCT MODELS
- A measure of total variability for the multivariate \(t\) distribution with applications to finance
- Skewed factor models using selection mechanisms
- Bayesian hypothesis testing for selected regression coefficients
- Sparse precision matrices for minimum variance portfolios
- Vine copulas with asymmetric tail dependence and applications to financial return data
- Clustering gene expression time course data using mixtures of multivariate \(t\)-distributions
- Is a Normal Copula the Right Copula?
- \(t\)-copula from the viewpoint of tail dependence matrices
- Exact distribution of the product of N Student's t RVs
- Idea of constructing an image of Bayes action
- Multiple scaled symmetric distributions in allometric studies
- Robust probabilistic PCA with missing data and contribution analysis for outlier detection
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
- Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions
- Efficient discretization of movement kernels for spatiotemporal capture-recapture
- Normal variance mixtures: distribution, density and parameter estimation
- Improved confidence regions for a mean vector under general conditions
- On the product \(XY\) for some elliptically symmetric distributions
- Robust statistical modelling using the multivariate skew \(t\) distribution with complete and incomplete data
- Statistical inference for high-dimensional global minimum variance portfolios
- Parsimonious skew mixture models for model-based clustering and classification
- A new multivariate t distribution with variant tail weights and its application in robust regression analysis
- A simulation study to compare reference and other priors in the case of a standard univariate Student \(t\)-distribution
- Mixtures of \(t\) factor analysers with censored responses and external covariates: an application to educational data from Peru
- A simple non-parametric goodness-of-fit test for elliptical copulas
- General construction and classes of explicit \(L^1\)-optimal couplings
- A broad class of multivariate distributions for rates and proportions
- Doubly reweighted estimators for the parameters of the multivariate \(t\)-distribution
- An efficient nonparametric test for bivariate two-sample location problem
- Bayesian multivariate nonlinear mixed models for censored longitudinal trajectories with non-monotone missing values
- The distribution of the sample correlation coefficient under variance-truncated normality
- The product \(t\) density distribution arising from the product of two Student's \(t\) PDFs
- Gram-Charlier densities: a multivariate approach
- A cautionary note on computing conditional from unconditional correlations
- Fault resilient domain decomposition preconditioner for PDEs
- Probability Integrals of the Multivariate t Distribution
- Bounds and approximations for sums of dependent log-elliptical random variables
- Flexible clustering via extended mixtures of common \(t\)-factor analyzers
- A CHANCE-CONSTRAINED PORTFOLIO SELECTION PROBLEM UNDER t-DISTRIBUTION
- SICA: subjectively interesting component analysis
- The expected shortfall of quadratic portfolios with heavy-tailed risk factors
- A new mixture representation for multivariate \(t\)
- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio
- Estimation in multivariate linear mixed models for longitudinal data with multiple outputs: Application to PBCseq data analysis
- Simultaneous confidence intervals from randomization tests with application in testing bioequivalence with multiple endpoints
- Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals
- Systemic risk-driven portfolio selection
- Multivariate skewness and kurtosis measures with an application in ICA
- Hypothesis testing via Euclidean separation
- An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions
- Anomalous and traditional diffusion modelling in SOM learning
- A second-order cone programming formulation for two player zero-sum games with chance constraints
- Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
- Conditional copula simulation for systemic risk stress testing
- Tail conditional moments for elliptical and log-elliptical distributions
- A mixture autoregressive model based on Student’s t–distribution
- An extension of the Williams trend test to general unbalanced linear models
- Robustness for general design mixed models using thet-distribution
- Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence
- Asymmetry in tail dependence in equity portfolios
- Robust clustering via mixtures of t factor analyzers with incomplete data
- Permutation test for incomplete paired data with application to cDNA microarray data
- A general construction of multivariate dependence structures with nonmonotone mappings and its applications
- Comparing treatment effects for the \textit{AB} : \textit{BA} crossover design with continuous responses: an alternative nonparametric approach
- Matricvariate and matrix multivariate \(T\) distributions and associated distributions
- On Pearson-Kotz Dirichlet distributions
- The likelihood approach for the comparison of medical diagnostic system with multiple binary tests
- Automated learning of \(t\) factor analysis models with complete and incomplete data
- Issues of robustness and high dimensionality in cluster analysis
- Decision boundaries for mixtures of regressions
- A robust joint modeling approach for longitudinal data with informative dropouts
- Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions
- Gaussian scale mixture models for robust linear multivariate regression with missing data
- Maximum likelihood inference for the multivariate t mixture model
- Testing multivariate distributions in GARCH models
- Testing semiparametric model-equivalence hypotheses based on the characteristic function
- Estimating stable latent factor models by indirect inference
- Robust and sparse banking network estimation
- A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
- Parameter estimation of multivariate scaled \(t\) distribution: an application to all share price index
- Robust transformation mixed‐effects models for longitudinal continuous proportional data
- Singular matric and matrix variate \(t\) distributions
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs
- Score-Driven Modeling of Spatio-Temporal Data
- Multivariate measurement error models based on Student-t distribution under censored responses
- A robust score-driven filter for multivariate time series
- Some Inferential Problems from Log Student’s T-distribution and its Multivariate Extension
- Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions
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