Score test for the covariance matrix of the elliptical \(t\)-distribution (Q689316)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Score test for the covariance matrix of the elliptical \(t\)-distribution |
scientific article |
Statements
Score test for the covariance matrix of the elliptical \(t\)-distribution (English)
0 references
5 December 1993
0 references
Neyman's partial score test
0 references
locally optimal test
0 references
nuisance parameters
0 references
chi-square distribution
0 references
information matrix
0 references
second order derivatives
0 references
elliptical \(t\)-distribution
0 references
location vector
0 references
covariance matrix
0 references
asymptotically locally most powerful test
0 references
