Estimation of The Trace of The Scale Matrix of A Multivariate T-Model Using Regression Type Estimator Statistics

DOI10.1080/02331889708802580zbMATH Open0900.62005OpenAlexW2067295827MaRDI QIDQ4344166FDOQ4344166

A. H. Joarder, Sarjinder Singh

Publication date: 14 December 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802580

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zbMATH Keywords

multivariate \(t\)-distributionMonte-Carlo simulationscale matrixregression type estimatorestimation of trace of a scale matrix

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Title not available (Why is that?)
• Estimation of the parameters of a regression model with a multivariate t error variable
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• Simultaneous estimation of eigenvalues
• On some generalized wishart expectations

Cited In (3)

• Estimation of the trace of the scaled covariance matrix of a multivariate \(t\)-model using a known information
• Title not available (Why is that?)
• Estimation methods for the multivariate \(t\) distribution

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