The log-likelihood function \ell_n(μ,φ,α,ν)=\ln[L_n(μ,φ,α,ν)] and parameter estimation of θ=(μ,φ,α,ν) in the quantile-based asymmetric Student's-t distribution. by using the maximum likelihood estimation are discussed in Gijbels et al. (2019a).
This is a vector of quantiles.
The maximum likelihood estimate of parameter θ=(μ,φ,α,ν) of the quantile-based asymmetric Student's-t distribution.
Gijbels, I., Karim, R. and Verhasselt, A. (2019a). On quantile-based asymmetric family of distributions: properties and inference. International Statistical Review, https://doi.org/10.1111/insr.12324.
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