Inference in multivariate linear regression models with elliptically distributed errors
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Publication:5128678
DOI10.1080/02664763.2014.890177OpenAlexW2083774599MaRDI QIDQ5128678
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Publication date: 28 October 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2014.890177
maximum likelihood estimatesmultivariate distributionsmultivariate \(t\)-distributionrobust estimatesleast-squares estimatesmodified maximum likelihood estimates
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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