Feng, Long; Zhang, Xiaoxu; Liu, Binghui Multivariate tests of independence and their application in correlation analysis between financial markets. (English) Zbl 1468.62296 J. Multivariate Anal. 179, Article ID 104652, 21 p. (2020). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62H15 62H20 62G10 91B84 91G15 62P20 PDF BibTeX XML Cite \textit{L. Feng} et al., J. Multivariate Anal. 179, Article ID 104652, 21 p. (2020; Zbl 1468.62296) Full Text: DOI OpenURL
Chen, Cathy W. S.; Than-Thi, Hong; So, Mike K. P. On hysteretic vector autoregressive model with applications. (English) Zbl 07193720 J. Stat. Comput. Simulation 89, No. 2, 191-210 (2019). MSC: 62F15 37M10 62P20 PDF BibTeX XML Cite \textit{C. W. S. Chen} et al., J. Stat. Comput. Simulation 89, No. 2, 191--210 (2019; Zbl 07193720) Full Text: DOI OpenURL
Chae, Minwoo; Walker, Stephen G. A novel approach to Bayesian consistency. (English) Zbl 1392.62090 Electron. J. Stat. 11, No. 2, 4723-4745 (2017). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 62G05 62G20 62F15 62G07 PDF BibTeX XML Cite \textit{M. Chae} and \textit{S. G. Walker}, Electron. J. Stat. 11, No. 2, 4723--4745 (2017; Zbl 1392.62090) Full Text: DOI Euclid OpenURL
Felgueiras, Miguel Martins; Martins, João Paulo; Santos, Rui Filipe Gaussian scale mixtures. (English) Zbl 1360.62048 JNAIAM, J. Numer. Anal. Ind. Appl. Math. 11, No. 1-2, 1-10 (2017). MSC: 62E10 62F03 62P20 PDF BibTeX XML Cite \textit{M. M. Felgueiras} et al., JNAIAM, J. Numer. Anal. Ind. Appl. Math. 11, No. 1--2, 1--10 (2017; Zbl 1360.62048) Full Text: Link OpenURL
Xi, Yanhui; Peng, Hui; Qin, Yemei; Xie, Wenbiao; Chen, Xiaohong Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets. (English) Zbl 07313398 Math. Comput. Simul. 117, 141-153 (2015). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{Y. Xi} et al., Math. Comput. Simul. 117, 141--153 (2015; Zbl 07313398) Full Text: DOI OpenURL
Otiniano, C. E. G.; Rathie, P. N.; Ozelim, L. C. S. M. On the identifiability of finite mixture of skew-normal and skew-\(t\) distributions. (English) Zbl 1398.62036 Stat. Probab. Lett. 106, 103-108 (2015). MSC: 62E10 PDF BibTeX XML Cite \textit{C. E. G. Otiniano} et al., Stat. Probab. Lett. 106, 103--108 (2015; Zbl 1398.62036) Full Text: DOI OpenURL
Choy, S. T. Boris; Chen, Cathy W. S.; Lin, Edward M. H. Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations. (English) Zbl 1402.62249 Quant. Finance 14, No. 7, 1297-1313 (2014). MSC: 62P05 62M10 62F15 62H10 62G32 PDF BibTeX XML Cite \textit{S. T. B. Choy} et al., Quant. Finance 14, No. 7, 1297--1313 (2014; Zbl 1402.62249) Full Text: DOI OpenURL
Arellano-Valle, R. B.; Jamalizadeh, Ahad; Mahmoodian, H.; Balakrishnan, N. \(L\)-statistics from multivariate unified skew-elliptical distributions. (English) Zbl 1396.62091 Metrika 77, No. 4, 559-583 (2014). MSC: 62G30 62H10 PDF BibTeX XML Cite \textit{R. B. Arellano-Valle} et al., Metrika 77, No. 4, 559--583 (2014; Zbl 1396.62091) Full Text: DOI OpenURL
Lee, Sharon X.; McLachlan, Geoffrey J. Model-based clustering and classification with non-normal mixture distributions. (English) Zbl 1332.62209 Stat. Methods Appl. 22, No. 4, 427-454 (2013). MSC: 62H30 62E10 62G07 62-07 62P05 62H35 PDF BibTeX XML Cite \textit{S. X. Lee} and \textit{G. J. McLachlan}, Stat. Methods Appl. 22, No. 4, 427--454 (2013; Zbl 1332.62209) Full Text: DOI OpenURL
Arellano-Valle, Reinaldo B.; Richter, Wolf-Dieter On skewed continuous \(l_{n,p}\)-symmetric distributions. (English) Zbl 1449.60030 Chil. J. Stat. 3, No. 2, 191-212 (2012). MSC: 60E99 62E99 PDF BibTeX XML Cite \textit{R. B. Arellano-Valle} and \textit{W.-D. Richter}, Chil. J. Stat. 3, No. 2, 191--212 (2012; Zbl 1449.60030) Full Text: Link OpenURL
Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K. A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation. (English) Zbl 1443.62465 J. Econom. 171, No. 2, 101-120 (2012). MSC: 62P20 62F15 62M10 65C05 PDF BibTeX XML Cite \textit{L. Hoogerheide} et al., J. Econom. 171, No. 2, 101--120 (2012; Zbl 1443.62465) Full Text: DOI Link Link OpenURL
Ardia, David; Baştürk, Nalan; Hoogerheide, Lennart; Van Dijk, Herman K. A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (English) Zbl 1255.62158 Comput. Stat. Data Anal. 56, No. 11, 3398-3414 (2012). MSC: 62H12 62F10 65C05 62J02 62M10 PDF BibTeX XML Cite \textit{D. Ardia} et al., Comput. Stat. Data Anal. 56, No. 11, 3398--3414 (2012; Zbl 1255.62158) Full Text: DOI Link OpenURL
Marín, J. M.; Rodríguez-Bernal, M. T. Multiple hypothesis testing and clustering with mixtures of non-central \(t\)-distributions applied in microarray data analysis. (English) Zbl 1242.62079 Comput. Stat. Data Anal. 56, No. 6, 1898-1907 (2012). MSC: 62J15 62P10 92C40 65C40 62F15 PDF BibTeX XML Cite \textit{J. M. Marín} and \textit{M. T. Rodríguez-Bernal}, Comput. Stat. Data Anal. 56, No. 6, 1898--1907 (2012; Zbl 1242.62079) Full Text: DOI OpenURL
Kim, Hyoung-Moon; Genton, Marc G. Characteristic functions of scale mixtures of multivariate skew-normal distributions. (English) Zbl 1221.60020 J. Multivariate Anal. 102, No. 7, 1105-1117 (2011). MSC: 60E10 62E10 60E05 PDF BibTeX XML Cite \textit{H.-M. Kim} and \textit{M. G. Genton}, J. Multivariate Anal. 102, No. 7, 1105--1117 (2011; Zbl 1221.60020) Full Text: DOI Link OpenURL
Kim, Hea-Jung On a class of symmetric distributions associated with the product of two correlated \(t\) variables. (English) Zbl 1294.60017 J. Korean Stat. Soc. 39, No. 4, 545-554 (2010). MSC: 60E05 62E10 62F30 PDF BibTeX XML Cite \textit{H.-J. Kim}, J. Korean Stat. Soc. 39, No. 4, 545--554 (2010; Zbl 1294.60017) Full Text: DOI OpenURL
Coretto, Pietro; Hennig, Christian A simulation study to compare robust clustering methods based on mixtures. (English) Zbl 1284.62366 Adv. Data Anal. Classif., ADAC 4, No. 2-3, 111-135 (2010). MSC: 62H30 62F35 62F10 62F12 PDF BibTeX XML Cite \textit{P. Coretto} and \textit{C. Hennig}, Adv. Data Anal. Classif., ADAC 4, No. 2--3, 111--135 (2010; Zbl 1284.62366) Full Text: DOI OpenURL
Jamalizadeh, A.; Balakrishnan, N. Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions. (English) Zbl 1186.62070 J. Multivariate Anal. 101, No. 6, 1412-1427 (2010). MSC: 62H10 62G30 62H05 62E15 PDF BibTeX XML Cite \textit{A. Jamalizadeh} and \textit{N. Balakrishnan}, J. Multivariate Anal. 101, No. 6, 1412--1427 (2010; Zbl 1186.62070) Full Text: DOI OpenURL
Asai, Manabu Bayesian analysis of stochastic volatility models with mixture-of-normal distributions. (English) Zbl 1162.91362 Math. Comput. Simul. 79, No. 8, 2579-2596 (2009). MSC: 91G70 62P05 91B70 91B84 PDF BibTeX XML Cite \textit{M. Asai}, Math. Comput. Simul. 79, No. 8, 2579--2596 (2009; Zbl 1162.91362) Full Text: DOI OpenURL
Karlis, Dimitris; Patilea, Valentin Bootstrap confidence intervals in mixtures of discrete distributions. (English) Zbl 1186.62059 J. Stat. Plann. Inference 138, No. 8, 2313-2329 (2008). MSC: 62G15 62G09 62G20 62G07 65C60 PDF BibTeX XML Cite \textit{D. Karlis} and \textit{V. Patilea}, J. Stat. Plann. Inference 138, No. 8, 2313--2329 (2008; Zbl 1186.62059) Full Text: DOI Link OpenURL
Basford, Kaye; McLachlan, Geoff; Bean, Richard Issues of robustness and high dimensionality in cluster analysis. (English) Zbl 1437.62011 Rizzi, Alfredo (ed.) et al., COMPSTAT. Proceedings in computational statistics. 17th symposium held in Rome, Italy, August 28 – September 1, 2006. With CD-Rom. Heidelberg: Physica-Verlag. 3-15 (2006). MSC: 62-08 62H30 PDF BibTeX XML Cite \textit{K. Basford} et al., in: COMPSTAT. Proceedings in computational statistics. 17th symposium held in Rome, Italy, August 28 -- September 1, 2006. With CD-Rom. Heidelberg: Physica-Verlag. 3--15 (2006; Zbl 1437.62011) Full Text: DOI OpenURL
Arslan, Olcay A new class of multivariate distributions: scale mixture of Kotz-type distributions. (English) Zbl 1082.62047 Stat. Probab. Lett. 75, No. 1, 18-28 (2005). Reviewer: A. M. Mathai (Kerala) MSC: 62H05 60E05 62H10 15B52 PDF BibTeX XML Cite \textit{O. Arslan}, Stat. Probab. Lett. 75, No. 1, 18--28 (2005; Zbl 1082.62047) Full Text: DOI OpenURL
Petropoulos, Constantinos; Kourouklis, Stavros Estimation of a scale parameter in mixture models with unknown location. (English) Zbl 1058.62022 J. Stat. Plann. Inference 128, No. 1, 191-218 (2005). MSC: 62F10 62C15 62F35 62J05 62H12 PDF BibTeX XML Cite \textit{C. Petropoulos} and \textit{S. Kourouklis}, J. Stat. Plann. Inference 128, No. 1, 191--218 (2005; Zbl 1058.62022) Full Text: DOI OpenURL
Girón, F. J.; del Castillo, C. A note on the convolution of inverted-gamma distributions with applications to the Behrens-Fisher distribution. (English) Zbl 1007.62008 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 95, No. 1, 39-44 (2001). MSC: 62E10 PDF BibTeX XML Cite \textit{F. J. Girón} and \textit{C. del Castillo}, RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 95, No. 1, 39--44 (2001; Zbl 1007.62008) Full Text: EuDML Link OpenURL
Girón, F. Javier; Martínez, M. Lina; Imlahi, Layachi Une caractérisation de la loi de Behrens-Fisher avec des applications à l’inférence bayésienne. (A characterization of the Behrens-Fisher distribution with applications to Bayesian inference.) (English. Abridged French version) Zbl 0941.62011 C. R. Acad. Sci., Paris, Sér. I, Math. 328, No. 8, 701-706 (1999). MSC: 62E10 62F15 PDF BibTeX XML Cite \textit{F. J. Girón} et al., C. R. Acad. Sci., Paris, Sér. I, Math. 328, No. 8, 701--706 (1999; Zbl 0941.62011) Full Text: DOI OpenURL
Hurst, Simon R.; Platen, Eckhard The marginal distributions of returns and volatility. (English) Zbl 0937.62107 Dodge, Yadolah (ed.), \(L_1\)-statistical procedures and related topics. Papers of the 3rd international conference on \(L_1\) norm and related methods held in Neuchâtel, Switzerland, August 11-15, 1997. Hayward, CA: IMS, Institute of Mathematical Statistics. IMS Lect. Notes, Monogr. Ser. 31, 301-314 (1997). MSC: 62P05 91B28 60G51 62P20 PDF BibTeX XML Cite \textit{S. R. Hurst} and \textit{E. Platen}, IMS Lect. Notes, Monogr. Ser. 31, 301--314 (1997; Zbl 0937.62107) OpenURL
Sansó, B. Simple approximations for location and ANOVA models with non-conjugate priors. (English) Zbl 0891.62009 Test 6, No. 1, 119-126 (1997). MSC: 62E17 62F15 62J10 PDF BibTeX XML Cite \textit{B. Sansó}, Test 6, No. 1, 119--126 (1997; Zbl 0891.62009) Full Text: DOI OpenURL
Joarder, Anwar H.; Ali, Mir M. Estimation of the scale matrix of a multivariate \(t\)-model under entropy loss. (English) Zbl 0872.62062 Metrika 46, No. 1, 21-32 (1997). MSC: 62H12 PDF BibTeX XML Cite \textit{A. H. Joarder} and \textit{M. M. Ali}, Metrika 46, No. 1, 21--32 (1997; Zbl 0872.62062) Full Text: DOI EuDML OpenURL
Vounatsou, P.; Smith, A. F. M. Simulation-based Bayesian inferences for two-variance components linear models. (English) Zbl 0880.62033 J. Stat. Plann. Inference 59, No. 1, 139-161 (1997). MSC: 62F15 62J10 PDF BibTeX XML Cite \textit{P. Vounatsou} and \textit{A. F. M. Smith}, J. Stat. Plann. Inference 59, No. 1, 139--161 (1997; Zbl 0880.62033) Full Text: DOI OpenURL
Szroeter, J. Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions. (English) Zbl 0861.62013 Stat. Probab. Lett. 29, No. 1, 9-14 (1996). MSC: 62E10 62J05 62H15 PDF BibTeX XML Cite \textit{J. Szroeter}, Stat. Probab. Lett. 29, No. 1, 9--14 (1996; Zbl 0861.62013) Full Text: DOI OpenURL
Arellano-Valle, R. B.; Bolfarine, H.; Iglesias, P. L. A predictivistic interpretation of the multivariate \(t\)-distribution. (English) Zbl 0813.62002 Test 3, No. 2, 221-236 (1994). MSC: 62A01 62H05 PDF BibTeX XML Cite \textit{R. B. Arellano-Valle} et al., Test 3, No. 2, 221--236 (1994; Zbl 0813.62002) Full Text: DOI OpenURL
Kano, Yutaka Consistency property of elliptical probability density functions. (English) Zbl 0806.62039 J. Multivariate Anal. 51, No. 1, 139-147 (1994). MSC: 62H05 PDF BibTeX XML Cite \textit{Y. Kano}, J. Multivariate Anal. 51, No. 1, 139--147 (1994; Zbl 0806.62039) Full Text: DOI OpenURL
Leonard, Tom; Hsu, John S. J.; Tsui, Kam-Wah; Murray, James F. Bayesian and likelihood inference from equally weighted mixtures. (English) Zbl 0806.62003 Ann. Inst. Stat. Math. 46, No. 2, 203-220 (1994). MSC: 62A01 62F10 PDF BibTeX XML Cite \textit{T. Leonard} et al., Ann. Inst. Stat. Math. 46, No. 2, 203--220 (1994; Zbl 0806.62003) Full Text: DOI OpenURL
Garthwaite, Paul H.; Dickey, James M. Elicitation of prior distributions for variable-selection problems in regression. (English) Zbl 0786.62043 Ann. Stat. 20, No. 4, 1697-1719 (1992). MSC: 62F15 62C10 62J05 PDF BibTeX XML Cite \textit{P. H. Garthwaite} and \textit{J. M. Dickey}, Ann. Stat. 20, No. 4, 1697--1719 (1992; Zbl 0786.62043) Full Text: DOI OpenURL
Dey, Dipak K. Estimation of scale parameters in mixture distributions. (English) Zbl 0702.62046 Can. J. Stat. 18, No. 2, 171-178 (1990). MSC: 62H12 62C15 PDF BibTeX XML Cite \textit{D. K. Dey}, Can. J. Stat. 18, No. 2, 171--178 (1990; Zbl 0702.62046) Full Text: DOI OpenURL
Awan, Hayat M. The detection of change point in a switching multivariate regression model. A Bayesian approach. (English) Zbl 0707.62135 Pakistan J. Stat. 5, No. 2, 143-155 (1989). MSC: 62J05 62F15 62H10 PDF BibTeX XML Cite \textit{H. M. Awan}, Pak. J. Stat. 5, No. 2, 143--155 (1989; Zbl 0707.62135) OpenURL
Srivastava, M. S.; Lee, G. C. On the distribution of the correlation coefficient when sampling from a mixture of two bivariate normal densities: Robustness and the effect of outliers. (English) Zbl 0551.62033 Can. J. Stat. 12, 119-133 (1984). MSC: 62H10 62F35 62H20 PDF BibTeX XML Cite \textit{M. S. Srivastava} and \textit{G. C. Lee}, Can. J. Stat. 12, 119--133 (1984; Zbl 0551.62033) Full Text: DOI OpenURL
Srivastava, M. S. On the distribution of Hotelling’s \(T^ 2\) and multiple correlation \(R^ 2\) when sampling from a mixture of two normals. (English) Zbl 0598.62061 Commun. Stat., Theory Methods 12, 1481-1497 (1983). MSC: 62H10 PDF BibTeX XML Cite \textit{M. S. Srivastava}, Commun. Stat., Theory Methods 12, 1481--1497 (1983; Zbl 0598.62061) Full Text: DOI OpenURL
Awan, Hayat M.; Chaudhry, Abdul Hafeez Some Bayesian inferences for changing multivariate regression model. (English) Zbl 0563.62025 Riazi, J. Karachi Math. Assoc. 5, 35-44 (1983). MSC: 62F15 62J05 62H10 PDF BibTeX XML Cite \textit{H. M. Awan} and \textit{A. H. Chaudhry}, Riazi, J. Karachi Math. Assoc. 5, 35--44 (1983; Zbl 0563.62025) OpenURL
Benjamini, Yoav Is the t test really conservative when the parent distribution is long- tailed? (English) Zbl 0529.62026 J. Am. Stat. Assoc. 78, 645-654 (1983). MSC: 62F05 62E15 62E20 PDF BibTeX XML Cite \textit{Y. Benjamini}, J. Am. Stat. Assoc. 78, 645--654 (1983; Zbl 0529.62026) Full Text: DOI OpenURL
Land, Margaret; Broemeling, Lyle Bayesian forecasting with changing linear models. (English) Zbl 0517.62038 Commun. Stat., Theory Methods 12, 1421-1430 (1983). MSC: 62F15 62J05 PDF BibTeX XML Cite \textit{M. Land} and \textit{L. Broemeling}, Commun. Stat., Theory Methods 12, 1421--1430 (1983; Zbl 0517.62038) Full Text: DOI OpenURL
Srivastava, M. S.; Awan, Hayat M. On the robustness of Hotelling’s \(T^ 2\)-test and distribution of linear and quadratic forms in sampling from a mixture of two multivariate normal populations. (English) Zbl 0588.62075 Commun. Stat., Theory Methods 11, 81-107 (1982). MSC: 62H10 62H15 62F35 PDF BibTeX XML Cite \textit{M. S. Srivastava} and \textit{H. M. Awan}, Commun. Stat., Theory Methods 11, 81--107 (1982; Zbl 0588.62075) Full Text: DOI OpenURL
Menzefricke, Ulrich On positive definite quadratic forms in correlated t variables. (English) Zbl 0489.62051 Ann. Inst. Stat. Math. 33, 385-390 (1981). MSC: 62H05 62E10 62H30 62H10 PDF BibTeX XML Cite \textit{U. Menzefricke}, Ann. Inst. Stat. Math. 33, 385--390 (1981; Zbl 0489.62051) Full Text: DOI OpenURL