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Article provided by Springer in its journal Metrika.

Volume (Year): 68 (2008)
Issue (Month): 1 (June)
Pages: 31-49
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Handle: RePEc:spr:metrik:v:68:y:2008:i:1:p:31-49

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Related research

Keywords: Elliptical distributions; Diagnostics; Kurtosis; Likelihood methods; Moments;

References listed on IDEAS
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1. Fernandez, C. & Steel, M.F.J., 1997. "Multivariate student-T regression models : pitfalls and inference," Discussion Paper 8, Tilburg University, Center for Economic Research. [Downloadable!]

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This page was last updated on 2009-12-4.