On the evaluation of poly-t density functions

DOI10.1016/0304-4076(80)90060-3MaRDI QIDQ1133846zbMATH OpenOpenAlexFDO

Authors H. Tompa, Jean-Francois Richard

Publication date 1980

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(80)90060-3

zbMATH Keywords

computation of moments of positive definite quadratic forms in normal variablesevaluation of poly-t density functions

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to stochastic differential and integral equations (65C30)

Cites work

• scientific article; zbMATH DE number 3247704 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Bayesian regression analysis using poly-t densities
• Three Multidimensional-integral Identities with Bayesian Applications

Cited in

(7)

• Robust Bayesian inference in elliptical regression models
• GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS
• Bayesian inference in location-scale distributions with independent bivariate priors
• A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches
• A 1-1 poly-t random variable generator with application to Monte Carlo integration
• Bayesian analysis under \(\varepsilon\)-contaminated priors: A trade-off between robustness and precision
• Structural time series modeling: A Bayesian approach

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