Improved hypothesis testing in a general multivariate elliptical model (Q5106861)

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scientific article; zbMATH DE number 7192009
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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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