Robust Sequential Prediction in Linear Regression with Student's t-distribution

Jussi Määttä, Teemu Roos. Robust Sequential Prediction in Linear Regression with Student's t-distribution. In International Symposium on Artificial Intelligence and Mathematics, ISAIM 2016, Fort Lauderdale, Florida, USA, January 4-6, 2016. 2016. [doi]

Abstract

Abstract is missing.