Multivariate T-Distributions and Their Applications
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Infinitely divisible distributions; stable distributions (60E07) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to statistics (62-00) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)
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(only showing first 100 items - show all)- Improved confidence regions for a mean vector under general conditions
- Some useful integrals and their applications in correlation analysis
- Singular matric and matrix variate \(t\) distributions
- Extension of the mixture of factor analyzers model to incorporate the multivariate \(t\)-distribution
- Bounds and approximations for sums of dependent log-elliptical random variables
- D-vine copula based quantile regression
- Angle-based joint and individual variation explained
- A measure of total variability for the multivariate \(t\) distribution with applications to finance
- Equivariant minimax dominators of the MLE in the array normal model
- A multivariate linear regression analysis using finite mixtures of \(t\) distributions
- Parsimonious skew mixture models for model-based clustering and classification
- Flexible clustering via extended mixtures of common \(t\)-factor analyzers
- Mixtures of common t-factor analyzers for modeling high-dimensional data with missing values
- A simple non-parametric goodness-of-fit test for elliptical copulas
- Identification of DSGE models -- the effect of higher-order approximation and pruning
- Spatial expectile predictions for elliptical random fields
- Student sliced inverse regression
- Asymmetry in tail dependence in equity portfolios
- Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula
- Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering
- Inverse regression approach to robust nonlinear high-to-low dimensional mapping
- Trace class Markov chains for the normal-gamma Bayesian shrinkage model
- A second-order cone programming formulation for two player zero-sum games with chance constraints
- SICA: subjectively interesting component analysis
- Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution
- Estimating stable latent factor models by indirect inference
- Robust and sparse banking network estimation
- Superiority of empirical Bayes estimation of error variance in linear model
- Skew \(t\) distributions via the sinh-arcsinh transformation
- A quasi-Bayesian perspective to online clustering
- On extremes of two-dimensional Student-t distribution of the Marshall-Olkin type
- Vine copulas with asymmetric tail dependence and applications to financial return data
- Improved confidence regions based on Edgeworth expansions
- Exact distribution of the product of N Student's t RVs
- Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
- Quantile predictions for elliptical random fields
- Conditional copula simulation for systemic risk stress testing
- Orthant-based variance decomposition in investment portfolios
- A formulation for continuous mixtures of multivariate normal distributions
- On multivariate skewness and kurtosis
- On distance-type Gaussian estimation
- Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
- A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models
- Holistic inferential approach for restricted parameters in multivariate regression with continuous responses: a Monte Carlo experiment
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
- Efficient discretization of movement kernels for spatiotemporal capture-recapture
- Robust clustering via mixtures of t factor analyzers with incomplete data
- Dynamic and robust Bayesian graphical models
- General construction and classes of explicit \(L^1\)-optimal couplings
- A broad class of multivariate distributions for rates and proportions
- Test for uniformity of exchangeable random variables on the circle
- Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference
- Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions
- Bayesian portfolio selection using VaR and CVaR
- Multivariate cumulants in outlier detection for financial data analysis
- Bypassing the truncation problem of truncated Lévy flights
- Joint non-parametric estimation of mean and auto-covariances for Gaussian processes
- \textit{Independent approximates} enable closed-form estimation of heavy-tailed distributions
- Dimension-wise scaled normal mixtures with application to finance and biometry
- t-copula from the viewpoint of tail dependence matrices
- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio
- Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions
- Predictive density estimation under the Wasserstein loss
- Matrix variate Birnbaum-Saunders distribution under elliptical models
- Extending finite mixtures of \(t\) linear mixed-effects models with concomitant covariates
- Dual-tree complex wavelet coefficient magnitude modeling using scale mixtures of Rayleigh distribution for image denoising
- Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence
- Hypothesis testing via Euclidean separation
- A robust joint modeling approach for longitudinal data with informative dropouts
- An equivalent mathematical program for games with random constraints
- Network tail risk estimation in the European banking system
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs
- Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations
- Mixture of multivariate \(t\) nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values
- A mixture of coalesced generalized hyperbolic distributions
- Cumulants of multiinformation density in the case of a multivariate normal distribution
- On minimum volume properties of some confidence regions for multiple multivariate normal means
- Bayesian inference of the multi-period optimal portfolio for an exponential utility
- An approximate multivariate asymptotic expansion-based test for population bioequivalence
- Sparse precision matrices for minimum variance portfolios
- Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
- Model-based clustering of censored data via mixtures of factor analyzers
- \(M\)-functionals of multivariate scatter
- Tail conditional moments for elliptical and log-elliptical distributions
- A robust approach to joint modeling of mean and scale covariance for longitudinal data
- Testing base load with non-sample prior information on process load
- Automated learning of \(t\) factor analysis models with complete and incomplete data
- A double generalized Pareto distribution
- The distribution of residuals from a general elliptical linear model
- Properties of noncentral Dirichlet distributions
- On the ratio \(X/Y\) for some elliptically symmetric distributions
- On the sum of t and Gaussian random variables
- The distribution of the residual from a general elliptical multivariate linear model
- Fisher information for the elliptically symmetric Pearson distributions
- The t family and their close and distant relations
- A bivariate F distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and t distributions
- On the product \(XY\) for some elliptically symmetric distributions
- On the infinite divisibility of some skewed symmetric distributions
- Upper bounds for Rao distance on the manifold of multivariate elliptical distributions
- Recursive maximum likelihood estimation with \(t\)-distribution noise model
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