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Autor Bian, Guorui |
Documentos disponibles escritos por este autor (1)
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Bian, Guorui ; McAleer, Michael ; Wong, Wing-Keung | 2012-04In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstra[...]