A predictivistic interpretation of the multivariate t-distribution

DOI10.1007/BF02562703MaRDI QIDQ1346945zbMATH OpenOpenAlexFDO

Authors Reinaldo B. Arellano-Valle, Heleno Bolfarine, Pilar L. Iglesias

Publication date 6 June 1995

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02562703

zbMATH Keywords

multivariate \(t\) distributionconjugate prior distributionsorthogonally invariant distributionsinverted Wishart distributionde Finetti type theoremsinverted gamma distributionlocation mixture of multivariate \(t\) distributionspredictivistic characterization

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(9)

• Scale and shape mixtures of multivariate skew-normal distributions
• Full predictivistic modeling of stock market data: application to change point problems
• Predictive construction of priors in Bayesian nonparametrics
• On some characterizations of spherical distributions
• Predictivistic characterizations of multivariate Student-\(t\) models
• scientific article; zbMATH DE number 219860 (Why is no real title available?)
• Conditioning on uncertain event: Extensions to Bayesian inference.
• Multitude of multivariatet-distributions
• A note on the simple structural regression model

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