Estimation and Testing of Parameters in Multivariate Laplace Distribution

DOI10.1081/STA-200031408zbMath1217.62080MaRDI QIDQ3155401

Muni S. Srivastava, Tõnu Kollo

Publication date: 14 January 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
• Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution
• Matrix derivatives with an application to an adaptive linear decision problem
• A treatment of multivariate skewness, kurtosis, and related statistics.
• Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives
• On the robustness of hotelling's T²-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
• On the distribution of hotelling's t²and multiple correlation r²when sampling from a mixture of two normals
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Measures of multivariate skewness and kurtosis with applications