Found 10 Documents (Results 1–10)
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm. (English) Zbl 1493.62307
Estimating multivariate density and its derivatives for mixed measurement error data. (English) Zbl 1520.62010
On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation. (English) Zbl 1435.62180
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress. (English) Zbl 1422.62095
Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering. (English) Zbl 1403.62028
Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression. (English) Zbl 1273.60095
Operator geometric stable laws. (English) Zbl 1069.60017
Reviewer: Wilfried Hazod (Dortmund)
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