Efficient inference about the tail weight in multivariate Student t distributions

Mathematics

• Consistent Estimator 40%
• Efficient Estimation 43%
• Efficient Points 47%
• Estimate 16%
• Financial Data 47%
• Flexibility 34%
• Framework 20%
• Likelihood Ratio Test 37%
• Maximum Likelihood Estimation 33%
• Methodology 26%
• Monte Carlo Simulation 31%
• Nuisance Parameter 40%
• Point Estimation 44%
• Roots 27%
• Scatter 44%
• Simplicity 33%
• Simulation Study 25%
• t-distribution 84%
• Tail 64%
• Testing 25%

Business & Economics

• Estimator 28%
• Financial Data 36%
• Finite Sample Properties 45%
• Inference 59%
• Likelihood Ratio Test 44%
• Maximum Likelihood Estimation 66%
• Methodology 18%
• Monte Carlo Simulation 56%
• Nuisance Parameter 49%
• Point Estimation 54%
• Simplicity 37%
• Simulation Study 34%
• Student-t Distribution 100%
• Testing 30%

Engineering & Materials Science

• Cams 82%
• Maximum likelihood estimation 83%
• Students 53%
• Testing 37%