Doubly reweighted estimators for the parameters of the multivariate t-distribution
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Publication:5154111
DOI10.1080/03610926.2018.1445861OpenAlexW2964174434MaRDI QIDQ5154111
Olcay Arslan, Y. Murat Bulut, Fatma Zehra Dogru
Publication date: 1 October 2021
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.01130
Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)
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