
QRM
 Referenced in 691 articles
[sw11358]
 aimed at advanced undergraduate or graduate students and professionals from the financial industry. The book ... examples for statistics courses on subjects like multivariate analysis, time series analysis and generalized linear...

tmvtnorm
 Referenced in 21 articles
[sw08073]
 package tmvtnorm: Truncated Multivariate Normal and Student t Distribution. Random number generation for the truncated ... multivariate normal and Student t distribution. Computes probabilities, quantiles and densities, including onedimensional...

CensMixReg
 Referenced in 8 articles
[sw21090]
 modeling of censored data using the multivariate studentt distribution. Finite mixture models have been ... data based on finite mixtures of multivariate Student$t$ distributions. This approach allows ... mean and variance of the multivariate truncated Student$t$ distributions. Further, a general informationbased...

MIM
 Referenced in 129 articles
[sw26139]
 Modelling. Graphic modelling is a form of multivariate analysis that uses graphs to represent models ... useful introduction to this topic for students and researchers...

Monomvn
 Referenced in 12 articles
[sw08173]
 monomvn: Estimation for multivariate normal and Studentt data with monotone missingness. Estimation of multivariate...

tlmec
 Referenced in 13 articles
[sw11119]
 censored response (NLMEC/LMEC) based on the multivariate Studentt distribution. An ECM algorithm is developed ... mean and variance of a truncated multivariatet distribution. The proposed algorithm is implemented...

ghyp
 Referenced in 24 articles
[sw08162]
 functionality for working with the univariate and multivariate Generalized Hyperbolic distribution and its special cases ... Inverse Gaussian (NIG), Variance Gamma (VG), skewed Studentt and Gaussian distribution). Especially, it contains...

MitISEM
 Referenced in 4 articles
[sw23111]
 Expectation Maximization. Flexible multivariate function approximation using adapted Mixture of Student t Distributions. Mixture...

lmomco
 Referenced in 5 articles
[sw14732]
 Student t [L], Truncated Exponential [L], Wakeby [L], and Weibull [L]. LMs have multivariate analogs...

bmgarch
 Referenced in 1 article
[sw39770]
 implemented, based either on a multivariate gaussian normal or studentt distribution...

infotheory
 Referenced in 2 articles
[sw29391]
 more recent measures that arise from multivariate extensions to information theory, specifically Partial Information Decomposition ... well as pedgogical purposes to introduce students to information theory...

G@RCH
 Referenced in 5 articles
[sw17835]
 estimation and the forecasting of univariate and multivariate (G)ARCH models and many ... four proposed distributions for the errors (Normal, Studentt, GED or skewedStudent). Moreover, ARCH...

MomTrunc
 Referenced in 3 articles
[sw38363]
 matrix), for some double truncated (and folded) multivariate distributions. These distributions belong to the family ... skewt (ST) and the symmetric studentt (T) distribution. Analogous normal cases unified skew ... fundamental skew distributions. Journal of Multivariate Analysis, 96, 93116. Galarza C.E., Matos...

nvmix
 Referenced in 1 article
[sw38486]
 Variance Mixtures. Functions for working with (grouped) multivariate normal variance mixture distributions (evaluation of distribution ... random number generation and parameter estimation), including Student’s t distribution for noninteger degrees...

mvinfluence
 Referenced in 1 article
[sw33556]
 Linear Models. Computes regression deletion diagnostics for multivariate linear models and provides some associated diagnostic ... generalized Cook’s distance, and generalized squared ’studentized’ residuals. Several types of plots to detect...

numecolR
 Referenced in 2 articles
[sw04567]
 aimed at professional researchers, practitioners, graduate students and teachers in ecology, environmental science and engineering ... already have a background in general and multivariate statistics and wish to apply this knowledge...

VGAMextra
 Referenced in 1 article
[sw30273]
 cointegrated time series, and ARMAstructures with Studentt errors. For independent data ... second kind and the general multivariate normal distributions are available. In addition, ’VGAMextra’ incorporates...

skewtools
 Referenced in 1 article
[sw30335]
 Shannon Entropy and KullbackLeibler divergence for Multivariate SkewElliptical distributions. 2. Estimation of Growth ... mixture of SkewNormal distributions (Normal, TStudent, SkewNormal and Skewt). Include Bootstrap...

DASC
 Referenced in 2 articles
[sw19158]
 econometrics. This textbook is primarily written for students of business economics in emerging or developing ... section issues. An additional chapter deals with multivariate statistical tools such as analysis of variance ... suited as a textbook for graduate students at business schools and for applied researchers...

maed2
 Referenced in 1 article
[sw13142]
 permutation tests of statistical hypotheses about multivariate data. Both classification and modern regression methods ... this book is a valuable resource to students and researchers dealing with both simple...