Predictivistic characterizations of multivariate student-t models

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dc.contributor.authorLoschi, RH
dc.contributor.authorIglesias, PL
dc.contributor.authorArellano Valle, RB
dc.date.accessioned2024-01-10T13:16:28Z
dc.date.available2024-01-10T13:16:28Z
dc.date.issued2003
dc.description.abstractDe Finetti style theorems characterize models (predictive distributions) as mixtures of the likelihood function and the prior distribution, beginning from some judgment of invariance about observable quantities. The likelihood function generally has its functional form identified from invariance assumptions only. However, we need additional conditions on observable quantities (typically, assumptions on conditional expectations) to identify the prior distribution. In this paper, we consider some well-known invariance assumptions and establish additional conditions on observable quantities in order to obtain a predictivistic characterization of the multivariate and matrix-variate Student-t distributions as well as for the Student-t linear model. As a byproduct, a characterization for the Pearson type 11 distribution is provided. (C) 2003 Elsevier Science (USA). All rights reserved.
dc.fechaingreso.objetodigital16-04-2024
dc.format.extent14 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/S0047-259X(02)00034-9
dc.identifier.issn0047-259X
dc.identifier.urihttps://doi.org/10.1016/S0047-259X(02)00034-9
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/78588
dc.identifier.wosidWOS:000182413600002
dc.information.autorucMatemática;Arellano R;S/I;58107
dc.information.autorucMatemática;Iglesias P;S/I;100265
dc.issue.numero1
dc.language.isoen
dc.nota.accesoContenido parcial
dc.pagina.final23
dc.pagina.inicio10
dc.publisherACADEMIC PRESS INC ELSEVIER SCIENCE
dc.revistaJOURNAL OF MULTIVARIATE ANALYSIS
dc.rightsacceso restringido
dc.subjectinvariant distributions
dc.subjectconjugate prior distributions
dc.subjectPearson type II distribution
dc.subjectde Finetti style theorems
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titlePredictivistic characterizations of multivariate student-t models
dc.typeartículo
dc.volumen85
sipa.codpersvinculados58107
sipa.codpersvinculados100265
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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