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Inconsistency of estimate of the degree of freedom of multivariate student-t disturbances in linear regression models

✍ Scribed by Song-Gui Wang; Wai-Cheung Ip

Book ID: 117332552
Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 91 KB
Volume: 80
Category: Article
ISSN: 0165-1765
DOI: 10.1016/s0165-1765(03)00117-4

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