Predictive inference for singular multivariate elliptically contoured distributions
From MaRDI portal
Publication:1021843
DOI10.1016/j.jmva.2008.12.013zbMath1162.62050OpenAlexW2025558268MaRDI QIDQ1021843
Heung Wong, Jin-Shan 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
Hausdorff measurepredictive distributiongeneralized inverse Wishart distributionssingular elliptically contoured distributionsingular matrix-\(T\) distribution
Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Bayesian inference (62F15)
Related Items
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Singular random matrix decompositions: distributions
- Inverse Wishart distributions based on singular elliptically contoured distributions
- Bayes prediction in regressions with elliptical errors
- Predictive inference for the elliptical linear model
- Bayesian statistical inference on elliptical matrix distributions
- On singular Wishart and singular multivariate beta distributions
- Wishart and pseudo-Wishart distributions and some applications to shape theory
- Proof of the conjectures of H. Uhlig on the singular multivariate beta and the Jacobian of a certain matrix transformation
- A note on Bayesian spatial prediction using the elliptical distribution.
- Singular Wishart and multivariate beta distributions
- Singular random matrix decompositions: Jacobians
- Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
- Distribution of sum of squares and products matrices for the generalized multilinear matrix-\(T\) model
- Multivariate calculation. Use of the continuous groups
- A note about measures and Jacobians of singular random matrices
- The matrix-\(t\) distribution and its applications in predictive inference
- Wishart and pseudo-Wishart distributions under elliptical laws and related distributions in the shape theory context
- Distribution of the generalised inverse of a random matrix and its applications
- Studentization and prediction problems in multivariate multiple regression
- Structural relations and prediction for the multivariate models
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- Predictive inference for linear and multivariate linear models with ma(1) error processes
- Bayesian Spatial Prediction of Random Space-Time Fields With Application to Mapping PM2.5Exposure
- A note on predictive inference for multivariate elliptically contoured distributions
- Prediction and Decision Problems in Regression Models from the Bayesian Point of View
- Bayesian Estimation in Multivariate Analysis
- Bayesian analysis of a three-component hierarchical design model
- Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
