Some results on the truncated multivariate t distribution

DOI10.1016/J.JSPI.2011.06.006zbMATH Open1229.62068OpenAlexW2075031501MaRDI QIDQ643370FDOQ643370

Hsiu J. Ho, Tsung-I Lin, Wan-Lun Wang, Hsuan-Yu Chen

Publication date: 28 October 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.06.006

zbMATH Keywords

slice samplinguniform distributionauxiliary variableGibbs samplingtruncated normal distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10)

Cites Work

• Slice sampling. (With discussions and rejoinder)
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• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• A new class of multivariate skew distributions with applications to bayesian regression models
• Multivariate T-Distributions and Their Applications
• Maximum likelihood estimation for multivariate skew normal mixture models
• Some results on the multivariate truncated normal distribution
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• Bayesian Analysis of the Regression Model With Autocorrelated Errors
• Moments on truncated bivariate log-normal distributions
• Moments of truncated student-\(t\) distribution
• Analysis of multivariate skew normal models with incomplete data
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
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Cited In (38)

• Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
• Bivariate conditioning approximations for multivariate normal probabilities
• Generalized linear mixed models for correlated binary data with \(t\)-link
• Elliptical regression models for multivariate sample-selection bias correction
• Mixtures of \(t\) factor analysers with censored responses and external covariates: an application to educational data from Peru
• Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors
• On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations
• Bimodal extension based on the skew-\(t\)-normal distribution
• Flexible longitudinal linear mixed models for multiple censored responses data
• Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
• Box-Cox elliptical distributions with application
• Independence properties of the truncated multivariate elliptical distributions
• Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution
• On multivariate selection scale-mixtures of normal distributions
• New results on truncated elliptical distributions
• Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications
• Multivariate measurement error models based on Student-t distribution under censored responses
• Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions
• Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models
• Estimation and prediction of a generalized mixed-effects model with \(t\)-process for longitudinal correlated binary data
• An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
• On moments of truncated multivariate normal/independent distributions
• On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
• A robust factor analysis model based on the canonical fundamental skew-\(t\) distribution
• A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting
• Moments of truncated scale mixtures of skew-normal distributions
• Moments and random number generation for the truncated elliptical family of distributions
• On mixtures of skew normal and skew \(t\)-distributions
• Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
• Analytic calculations for the EM algorithm for multivariate skew-\(t\) mixture models
• Robust clustering of multiply censored data via mixtures of \(t\) factor analyzers
• Valid properties of truncated Student-\(t\) regression model with applications in analysis of censored data
• Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions
• Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-\(t\) distribution
• A skew-\(t\) quantile regression for censored and missing data
• On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation
• Flexible mixture modelling using the multivariate skew-\(t\)-normal distribution
• Finite mixture modeling of censored data using the multivariate Student-\(t\) distribution

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