Regression with Non-Gaussian Stable Disturbances: Some Sampling Results

DOI10.2307/1912965zbMath0274.62042OpenAlexW1982534306MaRDI QIDQ5183011

K. R. Kadiyala

Publication date: 1972

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912965

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probability distributions: general theory (60E05)

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