@article{TVP_2014_59_3_a11,
author = {A. S. Shvedov},
title = {Matrix ${t}$-distribution with degree vectors of degrees of freedom},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {613--619},
year = {2014},
volume = {59},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2014_59_3_a11/}
}
A. S. Shvedov. Matrix ${t}$-distribution with degree vectors of degrees of freedom. Teoriâ veroâtnostej i ee primeneniâ, Tome 59 (2014) no. 3, pp. 613-619. http://geodesic.mathdoc.fr/item/TVP_2014_59_3_a11/
[1] Zelner A., Baiesovskie metody v ekonometrii, Statistika, M., 1980, 438 pp. | MR
[2] Markus M., Mink Kh., Obzor po teorii matrits i matrichnykh neravenstv, Nauka, M., 1972, 232 pp. | MR
[3] Shvedov A. S., Beta-raspredelenie sluchainoi matritsy i ego primenenie v modeli sostoyanie-nablyudenie, Preprint WP2/2009/01, Izd. dom GU VShE, M., 2009, 36 pp.
[4] Shvedov A. S., “Robastnaya regressiya s primeneniem ${t}$-raspredeleniya i EM-algoritma”, Ekonomicheskii zhurnal VShE, 15:1 (2011), 68–87
[5] Bellman R., “A generalization of some integral identities due to Ingham and Siegel”, Duke Math. J., 23 (1956), 571–577 | DOI | MR | Zbl
[6] de Waal D. J., “Distributions connected with a multivariate beta statistics”, Ann. Math. Statist., 41 (1970), 1091–1095 ; correction, 42 (1971), 2165–2166 | DOI | Zbl | DOI | Zbl
[7] Gupta A. K., Nagar D. K., Matrix Variate Distributions, CRC Press, Boca Raton, 2000, 367 pp. | MR | Zbl
[8] Kotz S., Nadarajah S., Multivariate ${t}$ Distributions and Their Applications, Cambridge Univ. Press, Cambridge, 2004, 272 pp. | MR | Zbl
[9] Muirhead R. J., Aspects of Multivariate Statistical Theory, Wiley, Hoboken, 2005 | MR
[10] Olkin I., “A class of integral identities with matrix argument”, Duke Math. J., 26 (1959), 207–213 | DOI | MR | Zbl