A new multivariate t distribution with variant tail weights and its application in robust regression analysis-Reference-Cited by-同舟云学术

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

Published:2021-04-14 Issue: Volume: Page:1-28
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Zhang Chi¹,Tian Guo-Liang²,Yuen Kam Chuen³,Liu Pengyi⁴,Tang Man-Lai⁵

Affiliation:

1. College of Economics, Shenzhen University, Shenzhen, Guangdong Province, People's Republic of China

2. Department of Statistics and Data Science, Southern University of Science and Technology, Shenzhen, Guangdong Province, People's Republic of China

3. Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong, People's Republic of China

4. School of Statistics and Mathematics, Yunnan University of Finance and Economics, Kunming, Yunnan Province, People's Republic of China

5. Department of Mathematics, Statistics and Insurance, School of Decision Sciences, The Hang Seng University of Hong Kong, Hong Kong, People's Republic of China

Funder

National Natural Science Foundation of China

Seed Fund for Basic Research of the University of Hong Kong

Grant from the Research Grants Council of the Hong Kong Special Administrative Region, China

Natural Science Foundation of SZU, China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02664763.2021.1913106

Reference29 articles.

1. Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm

2. The Multivariate t-Distribution Associated with a Set of Normal Sample Deviates

3. E.A. Cornish, The multivariate t-distribution associated with the general multivariate normal distribution, CSIRO Tech. Paper No. 13, CSIRO Division in Mathematics and Statistics, Adelaide, 1962.