Elliptical Functional Models

Journal of Multivariate Analysis

Volumn 65, Issue 1, 1998, Pages 36-57

  Vilca Labra, F ^a   Arellano Valle, R B ^b   Bolfarine, H ^a  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

^b PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

Author keywords

Asymptotic relative efficiency; Elliptical distributions; Incidental parameters; Maximum likelihood estimators; Student t distribution

Indexed keywords

EID: 0005460833     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1997.1726     Document Type: Article

References (17)

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