Inconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression models (Q1927360)
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scientific article; zbMATH DE number 6120112
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression models |
scientific article; zbMATH DE number 6120112 |
Statements
Inconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression models (English)
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1 January 2013
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characteristic function
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Chebychev's inequality
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variance
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