On the evaluation of poly-t density functions

DOI10.1016/0304-4076(80)90060-3zbMath0422.62021MaRDI QIDQ1133846

Jean-Francois Richard, H. Tompa

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 variables; evaluation of poly-t density functions

Mathematics Subject Classification ID

65C30: Numerical solutions to stochastic differential and integral equations

65C99: Probabilistic methods, stochastic differential equations

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Cites Work

• Bayesian regression analysis using poly-t densities
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Three Multidimensional-integral Identities with Bayesian Applications
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