Estimation of the parameters of a regression model with a multivariate t error variable (Q3747520)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Estimation of the parameters of a regression model with a multivariate t error variable
scientific article

    Statements

    Estimation of the parameters of a regression model with a multivariate t error variable (English)
    0 references
    1986
    0 references
    spherically symmetric distribution
    0 references
    consistency
    0 references
    stock market problem
    0 references
    testing of hypothesis
    0 references
    multivariate t-distribution
    0 references
    regression parameters
    0 references
    scale parameters
    0 references
    degrees of freedom
    0 references
    error variable
    0 references

    Identifiers