A predictivistic interpretation of the multivariate \(t\)-distribution

DOI10.1007/BF02562703zbMath0813.62002OpenAlexW2058148869MaRDI QIDQ1346945

Heleno Bolfarine, Reinaldo B. Arellano-Valle, Pilar L. Iglesias

Publication date: 6 June 1995

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02562703

zbMATH Keywords

multivariate \(t\) distributionconjugate prior distributionsorthogonally invariant distributionsinverted Wishart distributionde Finetti type theoremsinverted gamma distributionlocation mixture of multivariate \(t\) distributionspredictivistic characterization

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundations and philosophical topics in statistics (62A01)

Related Items (8)

Conditioning on uncertain event: Extensions to Bayesian inference. ⋮ Multitude of multivariatet-distributions ⋮ Full predictivistic modeling of stock market data: application to change point problems ⋮ Predictive construction of priors in Bayesian nonparametrics ⋮ Scale and shape mixtures of multivariate skew-normal distributions ⋮ On some characterizations of spherical distributions ⋮ Predictivistic characterizations of multivariate Student-\(t\) models ⋮ A note on the simple structural regression model

Cites Work

• A dozen de Finetti-style results in search of a theory
• On the projections of isotropic distributions
• Extendibility of spherical matrix distributions
• Conjugate priors for exponential families
• Some matrix-variate distribution theory: Notational considerations and a Bayesian application
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• The Inverted Dirichlet Distribution with Applications
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• Note on the Multivariate and the Generalized Multivariate Beta Distributions
• On random sequences with spherical symmetry
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