Browsing by Subject "Multivariate T-Distribution"

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Estimation in multivariate nonnormal distributions with stochastic variance function

Islam, M. Qamarul (Elsevier Science Bv, 2014-01-01)

In this paper the problem of estimation of location and scatter of multivariate nonnormal distributions is considered. Estimators are derived under a maximum likelihood setup by expressing the non-linear likelihood equations ...
Inference in multivariate linear regression models with elliptically distributed errors

Islam, M. Qamarul; Yıldırım, Fetih; Yazıcı, Mehmet (Taylor&Francis Ltd, 2014-08-03)

In this study we investigate the problem of estimation and testing of hypotheses in multivariate linear regression models when the errors involved are assumed to be non-normally distributed. We consider the class of ...

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