Search Results - subject:"Multivariate t distribution"

The multivariate-t distribution and the Simes inequality

Block, Henry W.; Savits, Thomas H.; Wang, Jie; Sarkar, … - In: Statistics & Probability Letters 83 (2013) 1, pp. 227-232

multivariate-t distribution does not satisfy this (MTP2) property, so other means are necessary. A corollary was given in Sarkar …

Persistent link: https://www.econbiz.de/10010593931

A new mixture representation for multivariate t

Iranmanesh, A.; Arashi, M.; Nagar, D.K.; Nadarajah, S.; … - In: Journal of Multivariate Analysis 107 (2012) C, pp. 227-231

A new mixture representation is given for a generalized multivariate t distribution. It is used to derive expressions …

Persistent link: https://www.econbiz.de/10010572289

Improved prediction for a multivariate normal distribution with unknown mean and variance

Kato, Kengo - In: Annals of the Institute of Statistical Mathematics 61 (2009) 3, pp. 531-542

Persistent link: https://www.econbiz.de/10005029251

Case-deletion Influence Measures for the Data from Multivariate t Distributions

Xie, Feng-Chang; Wei, Bo-Cheng; Lin, Jin-Guan - In: Journal of Applied Statistics 34 (2007) 8, pp. 907-921

the mixture distribution and EM algorithm. In fact, the multivariate t distribution can be considered as a particular …

Persistent link: https://www.econbiz.de/10005458336

Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk

Lin, Shih-Kuei; Wang, Ren-Her; Fuh, Cheng-Der - In: Asia-Pacific Financial Markets 13 (2006) 3, pp. 261-295

Persistent link: https://www.econbiz.de/10005684903

Discrimination of Observations into One of Two Elliptic Populations based on Monotone Training Samples

Batsidis, A.; Zografos, K. - In: Metrika 64 (2006) 2, pp. 221-241

Persistent link: https://www.econbiz.de/10005598744

Simultaneous prediction intervals for multiple comparisons with a standard

Cheung, Siu; Wu, Ka; Lim, Siok - In: Statistical Papers 43 (2002) 3, pp. 337-347

Persistent link: https://www.econbiz.de/10005167208

On Maximum Entropy Characterization of Pearson's Type II and VII Multivariate Distributions

Zografos, K. - In: Journal of Multivariate Analysis 71 (1999) 1, pp. 67-75

In this paper a characterization is presented for Pearson's Type II and VII multivariate distributions by means of the maximum entropy principle. It is shown that within the class of multivariate distributions, that satisfy appropriate constraints expressed by mean values, the Pearson Type II...

Persistent link: https://www.econbiz.de/10005006495