scientific article; zbMATH DE number 2222924

MaRDI QIDQ5701730zbMATH OpenFDO

Authors Juuso Töyli, Antti J. Kanto

Publication date 4 November 2005

Mathematics Subject Classification ID

Point estimation (62F10)

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(3)

• Inconsistency of estimate of the degree of freedom of multivariate Student-t disturbances in linear regression models
• On estimation of Student distribution center with a small number of degrees of freedom
• On the behavior of mle of the scale parameter of the student family

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