Efficient inference about the tail weight in multivariate Student \(t\) distributions (Q897633)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient inference about the tail weight in multivariate Student \(t\) distributions |
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Efficient inference about the tail weight in multivariate Student \(t\) distributions (English)
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7 December 2015
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efficient testing procedures
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likelihood ratio test
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local asymptotic normality
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Student \(t\) distribution
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tail weight
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