Seminario por Saraless Nadarajah, dia 07/07 as 16h no LCE/ESALQ

["Clarice G.B. Demetrio" <clarice@esalq.usp.br>]

Seminário quinta feira 7 de julho 2011.
Hora 16:00

Prof. Saraless Nadarajah
School of Mathematics
University of Manchester

Title:  A multivariate generalized t distribution

Abstract:

In this talk, I will propose a new generalization of the multivariate t
distribution (and so of the multivariate normal).  A comprehensive
treatment of mathematical properties is provided.  Many of the properties
derived specialize to give results that are hitherto unknown for the
multivariate t and multivariate normal distributions.  Estimation and
simulation procedures are also derived.  Finally, nine real data sets are
used to show superior performance of the proposed distribution.



-- 
Clarice Garcia Borges Demétrio
Departamento de Ciências Exatas
Escola Superior de Agricultura "Luiz de Queiroz"
Universidade de São Paulo,
13418-900 Piracicaba, SP
Brasil
phone: 55 19 34294144 R216


Biometry, the active pursuit of biological knowledge by quantitative
methods.? ? R.A. Fisher, 1948