Concepedia

Estimation of error variance in linear regression models with errors having multivariate student-t distribution with unknown degrees of freedom

Radhey S. Singh

Economics Letters · 1988 · 39 citations · 9 references

DOI

Concepts

References

9

An Introduction to Bayesian Inference in Econometrics.

J. D. Sargan, Arnold Zellner · Journal of the Royal Statistical Society Series A (General) · 1974 · 2K citations

, , +11

An Introduction to Bayesian Inference in Econometrics.

Dennis J. Aigner, Arnold Zellner · Journal of the American Statistical Association · 1972 · 1.7K citations

, , +11

Methods for Statistical Data Analysis of Multivariate Observations.

Pranab Kumar Sen, R. Gnanadesikan · Journal of the American Statistical Association · 1978 · 902 citations

, , +11

Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-<i>t</i>Error Terms

Arnold Zellner · Journal of the American Statistical Association · 1976 · 298 citations

, , +15

Robust Tests for Spherical Symmetry and Their Application to Least Squares Regression

Maxwell L. King · The Annals of Statistics · 1980 · 213 citations · Full text

, , +15