Advances and Challenges in Inferences for Elliptically Contoured t Distributions (Q4645247)
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scientific article; zbMATH DE number 6999550
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Advances and Challenges in Inferences for Elliptically Contoured t Distributions |
scientific article; zbMATH DE number 6999550 |
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Advances and Challenges in Inferences for Elliptically Contoured t Distributions (English)
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10 January 2019
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clustered regression model with uncorrelated \(t\) errors
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consistent estimation
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elliptically contoured distribution
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multivariate \(t\) and normal as special cases
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normality based testing yielding degrees of freedom based power property
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regression effects
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scale matrix
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shape or degrees of freedom parameter
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