Predictive inference for singular multivariate elliptically contoured distributions

DOI10.1016/J.JMVA.2008.12.013MaRDI QIDQ1021843zbMATH OpenOpenAlexFDO

Authors Heung Wong, Jinshan Liu, Wai-cheung Ip

Publication date 9 June 2009

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2008.12.013

zbMATH Keywords

Hausdorff measurepredictive distributiongeneralized inverse Wishart distributionssingular elliptically contoured distributionsingular matrix-\(T\) distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05)

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Cited in

(8)

• The matrix-\(t\) distribution and its applications in predictive inference
• Inverse Wishart distributions based on singular elliptically contoured distributions
• scientific article; zbMATH DE number 2058061 (Why is no real title available?)
• Bayesian inference for multivariate regression model with generalized matrix variate distributions
• The risk of tensor Stein-rules in elliptically contoured distributions
• On extension of some identities for the bias and risk functions in elliptically contoured distributions
• On singular elliptical models
• A note on predictive inference for multivariate elliptically contoured distributions

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