Predictivistic characterizations of multivariate Student-t models

DOI10.1016/S0047-259X(02)00034-9MaRDI QIDQ1810702zbMATH OpenOpenAlexFDO

Authors Rosangela H. Loschi, Pilar L. Iglesias, Reinaldo B. Arellano-Valle

Publication date 9 June 2003

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0047-259x(02)00034-9

zbMATH Keywords

conjugate prior distributionsde Finetti style theoremsinvariant distributionsPearson type II distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(8)

• Improved variance estimation under sub-space restriction
• A predictivistic interpretation of the multivariate t-distribution
• Conditioning on uncertain event: Extensions to Bayesian inference.
• The matrix-\(t\) distribution and its applications in predictive inference
• Estimation of parameters of parallelism model with elliptically distributed errors
• Predictive construction of priors in Bayesian nonparametrics
• Studentization and prediction in a multivariate normal setting
• Full predictivistic modeling of stock market data: application to change point problems

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