scientific article; zbMATH DE number 139852

zbMATH Open0781.62069MaRDI QIDQ4028192FDOQ4028192

Authors: T. W. Anderson, Kai-Tai Fang 

Publication date: 28 March 1993

Title of this publication is not available (Why is that?)

Recommendations

• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• scientific article; zbMATH DE number 44885
• A note on predictive inference for multivariate elliptically contoured distributions
• scientific article; zbMATH DE number 503457
• Some Inference Problems for Matrix Variate Elliptically Contoured Distributions
• scientific article; zbMATH DE number 946689
• scientific article; zbMATH DE number 139848
• Multivariate elliptically contoured stable distributions: theory and estimation

zbMATH Keywords

maximum likelihood estimationelliptically contoured distributionsnull distributionsmultiple regression modellikelihood ratio criteria

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cited In (27)

• The matrix-\(t\) distribution and its applications in predictive inference
• Exact Likelihood Equations for Autoregression Models with Multivariate Elliptically Contoured Distributions
• A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
• Idea of constructing an image of Bayes action
• Predictive inference for singular multivariate elliptically contoured distributions
• Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
• Some Inference Problems for Matrix Variate Elliptically Contoured Distributions
• Statistical inference for location and scale of elliptically contoured models with monotone missing data
• Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test
• Maximum likelihood characterization of distributions
• The maximum likelihood estimations for a type of left ellipsoidal distribution
• On shrinkage estimators in matrix variate elliptical models
• Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
• Inference and mixture modeling with the elliptical Gamma distribution
• Multivariate three-parameter log-elliptical distributions
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• Maximum likelihood estimates and likelihood ratio criteria for location and scale parameters of the multivariate \(l_ 1\)-norm symmetric distributions
• Exact likelihood-free Markov chain Monte Carlo for elliptically contoured distributions
• Title not available (Why is that?)
• Some asymptotic inferential problems connected with elliptical distributions
• On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions
• Advances and challenges in inferences for elliptically contoured \(t\) distributions
• Discrimination of observations into one of two elliptic populations based on monotone training samples
• A statistic for testing the null hypothesis of elliptical symmetry
• A note on predictive inference for multivariate elliptically contoured distributions
• Estimation methods for the multivariate \(t\) distribution
• Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4028192)