Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom

DOI10.1016/0165-1765(88)90218-2zbMath1328.62439MaRDI QIDQ900114

Radhey S. Singh

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(88)90218-2

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

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