Advances and challenges in inferences for elliptically contoured t distributions

DOI10.1007/978-3-319-31260-6_1zbMATH Open1407.62237OpenAlexW2506007484MaRDI QIDQ4645247FDOQ4645247

Authors: Brajendra C. Sutradhar 

Publication date: 10 January 2019

Published in: Advances and Challenges in Parametric and Semi-parametric Analysis for Correlated Data (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-31260-6_1

Recommendations

• scientific article; zbMATH DE number 2058061
• scientific article; zbMATH DE number 481981
• scientific article; zbMATH DE number 503457
• scientific article; zbMATH DE number 139852
• Robust modeling using non-elliptically contoured multivariate \(t\) distributions

zbMATH Keywords

consistent estimationelliptically contoured distributionscale matrixregression effectsclustered regression model with uncorrelated \(t\) errorsmultivariate \(t\) and normal as special casesnormality based testing yielding degrees of freedom based power propertyshape or degrees of freedom parameter

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Cites Work

• Title not available (Why is that?)
• On the characteristic function of multivariate Studentt-distribution
• Multivariate T-Distributions and Their Applications
• Title not available (Why is that?)
• Measures of multivariate skewness and kurtosis with applications
• Title not available (Why is that?)
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• A BIVARIATE GENERALIZATION OF STUDENT'S t-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASES
• Title not available (Why is that?)
• Robustness of multivariate tests
• Title not available (Why is that?)
• Dynamic mixed models for familial longitudinal data
• Estimation of the parameters of a regression model with a multivariate t error variable
• The Distribution of Linear Combinations of t-Variables
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• Score test for the covariance matrix of the elliptical \(t\)-distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayes prediction in regressions with elliptical errors
• Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models
• On the Distribution of the Difference of Two t-Variables
• Title not available (Why is that?)
• Percentage Points of the Distribution of the t Statistic When the Parent Is Student's t

This page was built for publication: Advances and challenges in inferences for elliptically contoured \(t\) distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4645247)