A curious likelihood identity for the multivariate t-distribution

DOI10.1080/03610919408813180zbMath0825.62035OpenAlexW2035799816MaRDI QIDQ4844150

Yehuda Vardi, John T. Kent, David E. Tyler

Publication date: 20 August 1995

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919408813180

zbMATH Keywords

robustnessEM algorithmmultivariate t-distributionuniqueness of maximum likelihood estimates

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

• Unnamed Item
• Asymptotic number of roots of Cauchy location likelihood equations
• Redescending \(M\)-estimates of multivariate location and scatter

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