Estimation in multivariate nonnormal distributions with stochastic variance function (Q2252743)

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Estimation in multivariate nonnormal distributions with stochastic variance function
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    Estimation in multivariate nonnormal distributions with stochastic variance function (English)
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    23 July 2014
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    correlation coefficient
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    least squares
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    multivariate nonnormal distribution
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    multivariate \(t\)-distribution
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    modified maximum likelihood
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    short-tailed distribution
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