A robust approach to joint modeling of mean and covariance structure using the multivariate t distribution
碩士 === 中興大學 === 應用數學系所 === 95 === This thesis extends the previous work of Pourahmadi(1999, 2000) by introducing a robust version of joint mean-covariance modeling approach based on the multivariate t distribution. The modified Cholesky decomposition is adopted to factorize the variance component in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43718694618598090688 |