Improved hypothesis testing in a general multivariate elliptical model (Q5106861)
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scientific article; zbMATH DE number 7192009
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English | Improved hypothesis testing in a general multivariate elliptical model |
scientific article; zbMATH DE number 7192009 |
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Improved hypothesis testing in a general multivariate elliptical model (English)
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22 April 2020
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elliptical model
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general parameterization
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modified likelihood ratio statistic
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modified signed likelihood ratio statistic
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multivariate normal distribution
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multivariate Student-\(t\) distribution
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