Simple Le Cam Optimal Inference for the Tail Weight of Multivariate Student t Distributions: Testing Procedures and Estimation
| Year of publication: |
2013
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| Authors: | Ley, Christophe ; Neven, Anouk |
| Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published by: |
| Source: |
Persistent link: https://www.econbiz.de/10010826344