The emperor's new clothes: a critique of the multivariate t regression model
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Publication:4372930
DOI10.1111/1467-9574.00055zbMath0929.62062OpenAlexW2041030331MaRDI QIDQ4372930
Trevor S. Breusch, J. C. Robertson, A. H. Welsh
Publication date: 31 January 2000
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9574.00055
data analysismaximum likelihoodrobust inferencemultivariate Student-\(t\) distributiondegrees of freedom estimation
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15)
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