Estimation of the parameters of a regression model with a multivariate t error variable (Q3747520)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3984349
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of the parameters of a regression model with a multivariate t error variable |
scientific article; zbMATH DE number 3984349 |
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
0.8320813179016113
0 references
0.8148044943809509
0 references
0.8065145611763
0 references
0.8030641078948975
0 references
