Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
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Publication:900114
DOI10.1016/0165-1765(88)90218-2zbMath1328.62439OpenAlexW2045973693MaRDI QIDQ900114
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
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