paper
EM Estimation of Conditional Matrix Variate $t$ Distributions
Battulga Gankhuu
EM Estimation of Conditional Matrix Variate $t$ Distributions
Battulga Gankhuu
paper2024-06-16English
Description
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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