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A matrix variate skew-t distribution

  • Published:2017 Issue:1 Volume:6 Page:160-170
  • ISSN:2049-1573
  • Container-title:Stat
  • language:en
  • Short-container-title:Stat

Author:

Gallaugher Michael P.B.1,McNicholas Paul D.1ORCID

Affiliation:

1. Department of Mathematics and Statistics; McMaster University; Hamilton L8S 4L8 Ontario Canada

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference16 articles.

1. A series formula for the roots of algebraic and transcendental equations;Aitken;Proceedings of the Royal Society of Edinburgh,1926

2. Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data;Anderlucci;The Annals of Applied Statistics,2015

3. The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family;Böhning;Annals of the Institute of Statistical Mathematics,1994

4. Matrix variate skew normal distributions;Chen;Statistics,2005

5. Finite mixtures of matrix variate t distributions;Doğru;Gazi University Journal of Science,2016

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2. Modeling matrix variate time series via hidden Markov models with skewed emissions;Statistical Analysis and Data Mining: The ASA Data Science Journal;2024-02

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4. Gibbs Sampler for Matrix Generalized Inverse Gaussian Distributions;Journal of Computational and Graphical Statistics;2023-09-15

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