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

doi:10.2307/3315036

Details of Research Outputs

Status	已发表Published
Title	Maximum‐likelihood estimates and likelihood‐ratio criteria for multivariate elliptically contoured distributions
Creator	Anderson, Theodore W.1; Fang, Kaitai2 ; Hsu, Huang 1
Date Issued	1986
Source Publication	Canadian Journal of Statistics
ISSN	0319-5724
Volume	14 Issue:1 Pages:55-59
Abstract	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
Keyword	Likelihood‐ratio criteria maximum‐likelihood estimators multivariate elliptically contoured distributions
DOI	10.2307/3315036
URL	View source
Indexed By	SCIE
Language	英语English
WOS Research Area	Mathematics
WOS Subject	Statistics & Probability
WOS ID	WOS:A1986C048200005
Scopus ID	2-s2.0-84988123063
Citation statistics	Cited Times:49[WOS] [WOS Record] [Related Records in WOS]
Document Type	Journal article
Identifier	http://repository.uic.edu.cn/handle/39GCC9TT/2544
Collection	Research outside affiliated institution
Affiliation	1.Department of Statistics, Stanford University, Stanford, California, 94305, Sequoia Hall, United States 2.Institute of Applied Mathematics, Academia Sinica, Beijing, Friendship Hotel, China
Recommended Citation 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.

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