Advances and challenges in inferences for elliptically contoured t distributions

DOI10.1007/978-3-319-31260-6_1MaRDI QIDQ4645247zbMATH OpenOpenAlexFDO

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

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)

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

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