The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
考虑具有多元学生t分布扰动的线性联立方程系统，利用最大似然估计的正规方程引入新估计量类，并分析其性质。
A general linear simultaneous equation system with a multivariate Student t disturbance vector is considered. The normal equations of the corresponding maximum likelihood estimator are used as estimator generating equations to introduce a new class of estimators. Properties of large subclasses of these estimators are determined for disturbance vectors other than the multivariate Student t.