A predictivistic interpretation of the multivariate t-distribution

DOI10.1007/BF02562703zbMATH Open0813.62002OpenAlexW2058148869MaRDI QIDQ1346945FDOQ1346945

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

Recommendations

• Predictivistic characterizations of multivariate Student-\(t\) models
• scientific article; zbMATH DE number 219860
• Multitude of multivariatet-distributions
• On some characterizations of the \(t\)-distribution
• scientific article; zbMATH DE number 4064272

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)

Cites Work

• Title not available (Why is that?)
• Conjugate priors for exponential families
• Title not available (Why is that?)
• Some matrix-variate distribution theory: Notational considerations and a Bayesian application
• Title not available (Why is that?)
• Title not available (Why is that?)
• A dozen de Finetti-style results in search of a theory
• Title not available (Why is that?)
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• On the projections of isotropic distributions
• Title not available (Why is that?)
• The Inverted Dirichlet Distribution with Applications
• On random sequences with spherical symmetry
• Extendibility of spherical matrix distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Note on the Multivariate and the Generalized Multivariate Beta Distributions

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
• Title not available (Why is that?)
• Conditioning on uncertain event: Extensions to Bayesian inference.
• Multitude of multivariatet-distributions
• A note on the simple structural regression model

This page was built for publication: A predictivistic interpretation of the multivariate \(t\)-distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1346945)