scientific article; zbMATH DE number 954498

zbMATH Open0857.62050MaRDI QIDQ4718583FDOQ4718583

Authors: Arjun K. Gupta, T. Varga 

Publication date: 2 March 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

monotone likelihood ratiomatrix variate elliptically contoured distributionsnormal mixture representation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

Cited In (19)

• A unified complex noncentral Wishart type distribution inspired by massive MIMO systems
• Estimation of parameters of parallelism model with elliptically distributed errors
• Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
• Sequences of elliptical distributions and mixtures of normal distributions
• Matrix variate generalized asymmetric Laplace distributions
• A note on classical Stein-type estimators in elliptically contoured models
• Tensor Stein-rules in a generalized tensor regression model
• Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions
• On shrinkage estimators in matrix variate elliptical models
• Scale and shape mixtures of matrix variate extended skew normal distributions
• A formulation for continuous mixtures of multivariate normal distributions
• Diagonalization matrix and its application in distribution theory
• Uniform Correlation Mixture of Bivariate Normal Distributions and Hypercubically Contoured Densities That Are Marginally Normal
• The risk of tensor Stein-rules in elliptically contoured distributions
• Predictivistic characterizations of multivariate Student-\(t\) models
• Exponential scale mixture of matrix variate Cauchy distribution
• \(L_p\)-norm spherical distribution
• The bias and risk functions of some Stein-rules in elliptically contoured distributions
• Stochastic representations Of the matrix variate skew elliptically contoured distributions

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