On the Conditional Distribution of the Multivariate t Distribution

DOI10.1080/00031305.2016.1164756OpenAlexW2327196125WikidataQ58146482 ScholiaQ58146482MaRDI QIDQ5884457

Peng Ding

Publication date: 21 March 2023

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.00561

zbMATH Keywords

representationdata augmentationBayes' theoremMahalanobis distancenormal mixture

Mathematics Subject Classification ID

Statistics (62-XX)

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Uses Software

• BayesDA

Cites Work

• Bayesian robust inference of sample selection using selection-\(t\) models
• On the theory of elliptically contoured distributions
• Mathematical properties of the multivariate \(t\) distribution
• The Calculation of Posterior Distributions by Data Augmentation
• Multivariate T-Distributions and Their Applications
• A Heckman Selection-tModel
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