Robust modeling using non-elliptically contoured multivariate \(t\) distributions (Q301357)
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scientific article; zbMATH DE number 6599696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust modeling using non-elliptically contoured multivariate \(t\) distributions |
scientific article; zbMATH DE number 6599696 |
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Robust modeling using non-elliptically contoured multivariate \(t\) distributions (English)
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30 June 2016
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sample selection
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heavy-tailedness
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Heckman selection model
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Robit model
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linear mixed-effects model
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data augmentation
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parameter expansion
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