Maximum‐likelihood estimates and likelihood‐ratio criteria for multivariate elliptically contoured distributions

doi:10.2307/3315036

科研成果详情

发表状态	已发表Published
题名	Maximum‐likelihood estimates and likelihood‐ratio criteria for multivariate elliptically contoured distributions
作者	Anderson, Theodore W.1; Fang, Kaitai2 ; Hsu, Huang 1
发表日期	1986
发表期刊	Canadian Journal of Statistics
ISSN/eISSN	0319-5724
卷号	14 期号:1 页码:55-59
摘要	For a class of multivariate elliptically contoured distributions the maximum‐likelihood estimators of the mean vector and covariance matrix are found under certain conditions. Likelihood‐ratio criteria are obtained for a class of null hypotheses. These have the same form as in the normal case. Copyright © 1986 Statistical Society of Canada
关键词	Likelihood‐ratio criteria maximum‐likelihood estimators multivariate elliptically contoured distributions
DOI	10.2307/3315036
URL	查看来源
收录类别	SCIE
语种	英语English
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:A1986C048200005
Scopus入藏号	2-s2.0-84988123063
引用统计
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/2544
专题	个人在本单位外知识产出
作者单位	1.Department of Statistics, Stanford University, Stanford, California, 94305, Sequoia Hall, United States 2.Institute of Applied Mathematics, Academia Sinica, Beijing, Friendship Hotel, China
推荐引用方式 GB/T 7714	Anderson, Theodore W.,Fang, Kaitai,Hsu, Huang. Maximum‐likelihood estimates and likelihood‐ratio criteria for multivariate elliptically contoured distributions[J]. Canadian Journal of Statistics, 1986, 14(1): 55-59.
APA	Anderson, Theodore W., Fang, Kaitai, & Hsu, Huang. (1986). Maximum‐likelihood estimates and likelihood‐ratio criteria for multivariate elliptically contoured distributions. Canadian Journal of Statistics, 14(1), 55-59.
MLA	Anderson, Theodore W.,et al."Maximum‐likelihood estimates and likelihood‐ratio criteria for multivariate elliptically contoured distributions". Canadian Journal of Statistics 14.1(1986): 55-59.