EM Estimation of Conditional Matrix Variate $t$ Distributions
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866909332135739392 |
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| author | Gankhuu, Battulga |
| author_facet | Gankhuu, Battulga |
| contents | Conditional matrix variate student $t$ distribution was introduced by Battulga (2024a). In this paper, we propose a new version of the conditional matrix variate student $t$ distribution. The paper provides EM algorithms, which estimate parameters of the conditional matrix variate student $t$ distributions, including general cases and special cases with Minnesota prior. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_10837 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | EM Estimation of Conditional Matrix Variate $t$ Distributions Gankhuu, Battulga Econometrics Conditional matrix variate student $t$ distribution was introduced by Battulga (2024a). In this paper, we propose a new version of the conditional matrix variate student $t$ distribution. The paper provides EM algorithms, which estimate parameters of the conditional matrix variate student $t$ distributions, including general cases and special cases with Minnesota prior. |
| title | EM Estimation of Conditional Matrix Variate $t$ Distributions |
| topic | Econometrics |
| url | https://arxiv.org/abs/2406.10837 |