Estimation of error variance in linear regression models with errors having multivariate student-t distribution with unknown degrees of freedom
- 1 January 1988
- journal article
- Published by Elsevier in Economics Letters
- Vol. 27 (1) , 47-53
- https://doi.org/10.1016/0165-1765(88)90218-2
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- On the Robustness of LM, LR, and W Tests in Regression ModelsEconometrica, 1984
- Robust Tests for Spherical Symmetry and Their Application to Least Squares RegressionThe Annals of Statistics, 1980
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error TermsJournal of the American Statistical Association, 1976