Estimation of the parameters of a regression model with a multivariate t error variable
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Publication:3747520
DOI10.1080/03610928608829130zbMath0608.62061OpenAlexW2017466685MaRDI QIDQ3747520
No author found.
Publication date: 1986
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928608829130
consistencyscale parametersregression parametersdegrees of freedomspherically symmetric distributionmultivariate t-distributiontesting of hypothesiserror variablestock market problem
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)
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