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Multivariate Student-t regression models: Pitfalls and inference |
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| Authors: | Fernandez, C Steel, MFJ |
| Affiliation: | A1 Department of Mathematics, University of Bristol, Bristol, BS8 1TW, UK carmen.fernandez@bristol.ac.uk A2 Department of Economics, University of Edinburgh, Edinburgh EH8 9JY, UK mark.steel@ed.ac.uk |
| Abstract: | |
| Keywords: | Bayesian inference Continuous distribution Maximumlikelihood Missing data Scale mixture of normals. of |
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