arXiv 16 Jun 2024 · Econometrics
arXiv:2406.10837 · PDF · DOI · OpenAlex · Extracted main text
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.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Battulga24g APACrefauthors Battulga, G. APACrefauthors \ (2024) 2024 1 | 1.000 | 8 | 5 | 100% |
| 2 | Banbura10 APACrefauthors Bańbura, M. , Giannone, D. \ Reichlin, L. A… (2010) 2010 | 0.737 | 3 | 2 | 100% |
| 3 | Litterman79 APACrefauthors Litterman, R. APACrefauthors \ (1979) 1979 | 0.644 | 2 | 2 | 100% |
| 4 | Sims80 APACrefauthors Sims, C A. APACrefauthors \ (1980) 1980 | 0.585 | 3 | 1 | 100% |
| 5 | Miranda18 APACrefauthors Miranda-Agrippino, S. \ Ricco, G. APACrefau… (2018) 2018 | 0.511 | 2 | 1 | 100% |
| 6 | Battulga23b APACrefauthors Battulga, G. APACrefauthors \ (2023) 2023 | 0.405 | 1 | 1 | 100% |
| 7 | Battulga24c APACrefauthors Battulga, G. APACrefauthors \ (2024) 2024 2 | 0.405 | 1 | 1 | 100% |
| 8 | Dempster77 APACrefauthors Dempster, A P. , Laird, N M. \ Rubin, D B.… (1977) 1977 | 0.405 | 1 | 1 | 100% |
| 9 | Hamilton90 APACrefauthors Hamilton, J D. APACrefauthors \ (1990) 1990 | 0.405 | 1 | 1 | 100% |
| 10 | Lutkepohl05 APACrefauthors Lütkepohl, H. APACrefauthors \ (2005) 2005 | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 15 scored citations.