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

DOI10.1080/02331889708802580MaRDI QIDQ4344166zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

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

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 44885 (Why is no real title available?)
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Estimation of the parameters of a regression model with a multivariate t error variable
• On some generalized wishart expectations
• Simultaneous estimation of eigenvalues

Cited in

(3)

• Estimation of the trace of the scaled covariance matrix of a multivariate t-model using a known information
• scientific article; zbMATH DE number 1398569 (Why is no real title available?)
• Estimation methods for the multivariate \(t\) distribution

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