Multiple Linear Regressions by Maximizing the Likelihood under Assumption of Generalized Gauss-Laplace Distribution of the Error

Algorithm 5

Double loop with (9) for (7) and (8).

Require:   Regression multiplicity & Sample size

Require:   Data

Require: ,   Coefficients iterated at step 0

   ← 0

   repeat

      ←

      ← Algorithm 1

      ← Algorithm 2

        repeat

           ← Algorithm 3

           ← Algorithm 4

        until  

   until