Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations (Q4694178)
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scientific article; zbMATH DE number 218468
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| English | Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations |
scientific article; zbMATH DE number 218468 |
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Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations (English)
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20 September 1993
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likelihood ratio test
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misspecification
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nuisance parameter
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robustness
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Wald test
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consistency
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unknown density
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multivariate normal distribution
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sample mean
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sample covariance matrix
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kurtosis adjustment
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multivariate \(T\) distribution
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elliptical distributions
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outliers
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heavy tails
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asymptotic normality
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asymptotic equivalence
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score test statistics
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chi-squaredness
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estimating extra parameters
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0.87401295
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0.87036943
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0.8694167
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0.8679675
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