A new multivariate t distribution with variant tail weights and its application in robust regression analysis

DOI10.1080/02664763.2021.1913106OpenAlexW3153907736MaRDI QIDQ5093038

Pengyi Liu, Man-Lai Tang, Chi Zhang, Guo-Liang Tian, Kam-Chuen Yuen

Publication date: 26 July 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2021.1913106

zbMATH Keywords

stochastic representationmultivariate \(t\) distributionmultivariate truncated normal distributionexpectation/conditional maximization algorithmmultivariate \(t\) regression model

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites Work

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