A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
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Publication:1117639
DOI10.1016/0047-259X(89)90082-1zbMath0667.62036OpenAlexW2018951460MaRDI QIDQ1117639
Publication date: 1989
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(89)90082-1
Wishart matrixmultivariate t distributionelliptical distributionfirst two momentsgeneralization of the multivariate normal distribution
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Cites Work
- A robustness property of Hotelling's \(T^ 2-\)test
- Estimation of the parameters of a regression model with a multivariate t error variable
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- A BIVARIATE GENERALIZATION OF STUDENT'S t-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASES
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