A note on parameter estimation under a \(t\)-model

DOI10.1007/s13571-013-0075-2zbMath1305.62097OpenAlexW2140716341MaRDI QIDQ2253827

Nabendu Pal, Bárbara González-Arévalo

Publication date: 13 February 2015

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-013-0075-2

zbMATH Keywords

robust estimation\(t\) distributionnormality assumptiondegrees of freedom.

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items

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

Cites Work

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• Estimation methods for the multivariate \(t\) distribution
• Necessary Analysis and Adaptive Inference
• Statisticians are Fairly Robust Estimators of Location
• A Note on Robustness of Normal Variance Estimators Undert-Distributions