Estimation and hypothesis testing in multivariate linear regression models under non normality

DOI10.1080/03610926.2016.1183789MaRDI QIDQ4586588zbMATH OpenOpenAlexFDO

Authors

Publication date 27 October 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1183789

zbMATH Keywords

least squaresmaximum likelihoodmodified maximum likelihoodmultivariate \(t\)-distributionmultivariate linear regressionnon normalityrobustness

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05)

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