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~person:"Bolfarine, H."
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Student-t distribution
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asymptotic relative efficiency
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elliptical distributions
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incidental parameters
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maximum likelihood estimators
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Bolfarine, H.
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Journal of Multivariate Analysis
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Elliptical Functional Models
Vilca-Labra, F.
;
Arellano-Valle, R. B.
;
Bolfarine, H.
- In:
Journal of Multivariate Analysis
65
(
1998
)
1
,
pp. 36-57
asymptotic normality of the maximum likelihood estimators. Due to the presence of
incidental
parameters
, standard maximum …
Persistent link: https://www.econbiz.de/10005199474
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