Score test for the covariance matrix of the elliptical \(t\)-distribution (Q689316)
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scientific article; zbMATH DE number 445112
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| English | Score test for the covariance matrix of the elliptical \(t\)-distribution |
scientific article; zbMATH DE number 445112 |
Statements
Score test for the covariance matrix of the elliptical \(t\)-distribution (English)
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5 December 1993
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Neyman's partial score test
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locally optimal test
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nuisance parameters
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chi-square distribution
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information matrix
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second order derivatives
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elliptical \(t\)-distribution
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location vector
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covariance matrix
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asymptotically locally most powerful test
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0.8472091555595398
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0.8064534068107605
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0.8064534068107605
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