The multiparameter t' distribution

DOI10.2298/FIL1913137GMaRDI QIDQ5863922zbMATH OpenFDO

Authors Emna Ghorbel, Mahdi Louati

Publication date 3 June 2022

Published in Filomat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/FIL1913137G

zbMATH Keywords

Cholesky decompositionexpectation maximization algorithmmultivariate \(t'\) distributionRiesz distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

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Cites work

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• Robust projection indices
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Cited in

(7)

• Missing data imputation using the multivariate \(t\) distribution
• On the Gaussian representation of the Riesz probability distribution on symmetric matrices
• Estimation of the parameters of a Wishart extension on symmetric matrices
• An extension of the non-central Wishart distribution with integer shape vector
• Relations between generalised Wishart matrices, the Muttalib-Borodin model and matrix spherical functions
• An expectation maximization algorithm for the hidden Markov models with multiparameter student-t observations
• Bayesian estimation of the precision matrix with monotone missing data

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