Multivariate Student-t regression models: Pitfalls and inference

DOI10.1093/BIOMET/86.1.153zbMath0917.62020OpenAlexW1856341315MaRDI QIDQ4238080

Carmen Fernández, Mark F. J. Steel

Publication date: 1999

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/86.1.153

zbMATH Keywords

maximum likelihoodmissing datascale mixture of normalscontinuous distributionpoint observationsset observations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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