Some useful integrals and their applications in correlation analysis

DOI10.1007/s00362-006-0007-6zbMath1168.62351OpenAlexW1991052713MaRDI QIDQ1015473

Anwar H. Joarder

Publication date: 8 May 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-006-0007-6

zbMATH Keywords

elliptical distributionscorrelation coefficientdouble integralsbivariate \(t\)-distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Elementary classical functions (33B99)

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Cites Work

• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• Predictive inference for the elliptical linear model
• Estimation of the parameters of a regression model with a multivariate t error variable
• Multivariate T-Distributions and Their Applications
• Estimation of the scale matrix of a class of elliptical distributions
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