Estimation in multivariate nonnormal distributions with stochastic variance function
From MaRDI portal
Publication:2252743
DOI10.1016/j.cam.2013.06.032zbMath1291.62115OpenAlexW3023807105MaRDI QIDQ2252743
Publication date: 23 July 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2013.06.032
least squarescorrelation coefficientmodified maximum likelihoodmultivariate \(t\)-distributionmultivariate nonnormal distributionshort-tailed distribution
Related Items (1)
Cites Work
- Unnamed Item
- Estimation in bivariate nonnormal distributions with stochastic variance functions
- A new method of estimation for location and scale parameters
- Robust estimation and hypothesis testing under short-tailedness and inliers
- On the tiku-suresh method of estimation
- Multiple Linear Regression Model Under Nonnormality
- The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data
- On estimating the scale parameter of the Rayleigh distribution from doubly censored samples
- Logistic and Nonlogistic Density Functions in Binary Regression with Nonstochastic Covariates
- NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS
- THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES
- Multiple linear regression model with stochastic design variables
- Time series AR(1) model for short-tailed distributions
- Regression Analysis with a Stochastic Design Variable
- Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots
- Estimation and hypothesis testing for a nonnormal bivariate distribution with applications
This page was built for publication: Estimation in multivariate nonnormal distributions with stochastic variance function