On the evaluation of poly-t density functions

DOI10.1016/0304-4076(80)90060-3zbMath0422.62021OpenAlexW1982398247MaRDI QIDQ1133846

H. Tompa, Jean-Francois Richard

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90060-3

zbMATH Keywords

computation of moments of positive definite quadratic forms in normal variablesevaluation of poly-t density functions

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• Bayesian regression analysis using poly-t densities
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Three Multidimensional-integral Identities with Bayesian Applications
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