Inference in multivariate linear regression models with elliptically distributed errors (Q5128678)
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scientific article; zbMATH DE number 7267800
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in multivariate linear regression models with elliptically distributed errors |
scientific article; zbMATH DE number 7267800 |
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Inference in multivariate linear regression models with elliptically distributed errors (English)
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28 October 2020
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least-squares estimates
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maximum likelihood estimates
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modified maximum likelihood estimates
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multivariate distributions
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multivariate \(t\)-distribution
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robust estimates
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