Estimation of The Trace of The Scale Matrix of A Multivariate T-Model Using Regression Type Estimator Statistics (Q4344166)
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scientific article; zbMATH DE number 1033727
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| English | Estimation of The Trace of The Scale Matrix of A Multivariate T-Model Using Regression Type Estimator Statistics |
scientific article; zbMATH DE number 1033727 |
Statements
Estimation of The Trace of The Scale Matrix of A Multivariate T-Model Using Regression Type Estimator Statistics (English)
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14 December 1997
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regression type estimator
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scale matrix
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estimation of trace of a scale matrix
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multivariate \(t\)-distribution
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Monte-Carlo simulation
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0.9226701855659484
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0.8671345710754395
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0.8358990550041199
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0.8235528469085693
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