On Sampling from the Multivariate t Distribution
The multivariate normal and the multivariate t distributions belong to the most widely used multivariate distributions in statistics, quantitative risk management, and insurance.
Hofert, Marius
core
Bayesian hierarchical models for multivariate mixed responses with repeated measures: A case study in arterial occlusive disease. [PDF]
Ebrahim EA, Cengiz MA.
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A generalization of Tyler's M-estimators to the case of incomplete data [PDF]
Many different robust estimation approaches for the covariance or shape matrix of multivariate data have been established until today. Tyler's M-estimator has been recognized as the 'most robust' M-estimator for the shape matrix of elliptically symmetric
Jaekel, Uwe, Frahm, Gabriel
core
Multivariate Birnbaum-Saunders accelerated lifetime regression model: estimation and residual analysis. [PDF]
Oliveira MI, Cysneiros FJA, Barros M.
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Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory [PDF]
focus on the ability of the instrument set to predict a single endogenous regressor, even if there is more than one endogenous regressor in the equation of interest.
C.L. Skeels, D.S. Poskitt
core
A MULTIVARIATE ANALYSIS OF FACTORS INFLUENCING FARM MACHINERY PURCHASE DECISIONS
This paper presents a model of the farm management process. The model suggests that certain socioeconomic characteristics of farm managers will influence their decision-making process. Several characteristics are hypothesized an tested using multivariate
O'Grady, Kevin +2 more
core
DTH: a nonparametric test for homogeneity of multivariate dispersions. [PDF]
Roy A, Lu J, Satten GA, Zhao N.
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A multivariate correlated poisson generalized inverse gaussian regression model for dependent count data: Estimation and testing procedures. [PDF]
Hanike Y, Purhadi, Choiruddin A.
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Number-Theoretic Methods in Statistics: Theory and Applications. [PDF]
Fang KT, Zhou Y.
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Multivariate equivalence and component-wise superiority tests for paired samples. [PDF]
Hu Y, Chinchilli VM.
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