Efficient inference about the tail weight in multivariate Student \(t\) distributions (Q897633)

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    Efficient inference about the tail weight in multivariate Student \(t\) distributions
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      Efficient inference about the tail weight in multivariate Student \(t\) distributions (English)
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      7 December 2015
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      efficient testing procedures
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      likelihood ratio test
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      local asymptotic normality
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      Student \(t\) distribution
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      tail weight
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