Joint modelling of location and scale parameters of the t distribution

Statistical Modeling

Volumn 4, Issue 2, 2004, Pages 91-112

  Taylor, Julian ^a   Verbyla, Arūnas ^a  

^a SOUTH AUSTRALIAN RESEARCH AND DEVELOPMENT INSTITUTE   (Australia)

Author keywords

heteroscedastic regression; location and scale models; maximum likelihood; random effects; t distribution

Indexed keywords

EID: 84993782426     PISSN: 1471082X     EISSN: None     Source Type: Journal    
DOI: 10.1191/1471082X04st068oa     Document Type: Article

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