Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm |
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Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (English)
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16 June 2022
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heteroscedastic regression models
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joint mean and scale covariance model
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Laplace distribution
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modified decomposition
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prediction
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robustness
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