Efficient inference about the tail weight in multivariate Student t distributions

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Ley, Christophe, and Anouk Neven. “Efficient Inference about the Tail Weight in Multivariate Student T Distributions”. Journal of Statistical Planning and Inference, vol. 167, 2015, pp. 123-34, https://doi.org/10.1016/j.jspi.2015.05.004.
Ley, C., & Neven, A. (2015). Efficient inference about the tail weight in multivariate Student t distributions. Journal of Statistical Planning and Inference, 167, 123-134. https://doi.org/10.1016/j.jspi.2015.05.004
Ley, Christophe, and Anouk Neven. “Efficient Inference about the Tail Weight in Multivariate Student T Distributions”. Journal of Statistical Planning and Inference 167 (2015): 123-34. https://doi.org/10.1016/j.jspi.2015.05.004.
Ley C, Neven A. Efficient inference about the tail weight in multivariate Student t distributions. Journal of Statistical Planning and Inference. 2015;167:123-34.
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Title Journal Journal Categories Citations Publication Date
Consistency factor for the MCD estimator at the Student-t distribution

 Statistics and Computing
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