Estimation and hypothesis testing for a new family of bivariate nonnormal distributions
DOI10.1080/03610929208830872zbMATH Open0775.62125OpenAlexW2089094276MaRDI QIDQ3135673FDOQ3135673
Authors: M. L. Tiku, N. Singh Kambo
Publication date: 7 October 1993
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929208830872
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- On the characteristic function of multivariate Studentt-distribution
- Robustness of MML estimators based on censored samples and robust test statistics
- Modified maximum likelihood estimators for the bivariate normal based on type ii censored samples
- The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data
- Monte Carlo study of some simple estimators in censored normal samples
Cited In (6)
- Stochastic analysis of covariance when the error distribution is long-tailed symmetric
- Bayesian Inference Based on Robust Priors and MML Estimators: Part II, Skew Location-scale Distributions
- Multitude of bivariatetdistributions
- Robust Estimation and Hypothesis Testing of Linear Contrasts in Analysis of Covariance with Stochastic Covariates
- Estimation methods for the multivariate \(t\) distribution
- Estimation and hypothesis testing for a nonnormal bivariate distribution with applications
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