On the matrix-variate generalized hyperbolic distribution and its Bayesian applications

DOI10.1080/02331880412331319279zbMath1055.62063OpenAlexW2022240938MaRDI QIDQ4651106

M. Safiul Haq, Lehana Thabane

Publication date: 21 February 2005

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880412331319279

zbMATH Keywords

matrix normal distributionmatrix generalized inverse Gaussian distributionmatrix-variate generalized hyperbolic distributionnormal multivariate linear modelposterior and prediction distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (3)

On Inverted Matrix Variate Gamma Distribution ⋮ Matrix variate generalized asymmetric Laplace distributions ⋮ Three skewed matrix variate distributions

Cites Work

• Bessel functions of matrix argument
• Bayesian normal analysis with an inverse Gaussian prior
• First hitting time models for the generalized inverse Gaussian distribution
• The Mixture of Normal Distributions with Different Variances
• On the characteristic function of multivariate Studentt-distribution
• Exponential transformation models
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Bayesian discrimination using multiple observations
• Bayesian multivariate normal analysis with a wishart prior
• Model selection: some generalized distributions
• Bayesian Estimation in Multivariate Analysis
• Bayesian Analysis of the Independent Multinormal Process. Neither Mean Nor Precision Known
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• Linear Statistical Inference and its Applications

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