Predictive inference for singular multivariate elliptically contoured distributions

DOI10.1016/j.jmva.2008.12.013zbMath1162.62050OpenAlexW2025558268MaRDI QIDQ1021843

Heung Wong, Jin-Shan Liu, Wai-Cheung Ip

Publication date: 9 June 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.12.013

zbMATH Keywords

Hausdorff measurepredictive distributiongeneralized inverse Wishart distributionssingular elliptically contoured distributionsingular matrix-\(T\) distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items

The risk of tensor Stein-rules in elliptically contoured distributions, On extension of some identities for the bias and risk functions in elliptically contoured distributions, On singular elliptical models

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