Some Inference Problems for Matrix Variate Elliptically Contoured Distributions

DOI10.1080/02331889508802491MaRDI QIDQ4763486zbMATH OpenOpenAlexFDO

Authors Arjun K. Gupta, T. Varga

Publication date 10 April 1995

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889508802491

zbMATH Keywords

maximum likelihood estimatorsrandom matricesoptimality propertiesmultivariate regression modelsleast-square estimatorsmatrix variate elliptically contoured distributionsmultivariate random effect regression model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

Recommendations

• scientific article; zbMATH DE number 503457
• scientific article; zbMATH DE number 1047770
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• scientific article; zbMATH DE number 946689
• scientific article; zbMATH DE number 139852

Cites work

• scientific article; zbMATH DE number 3852171 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 44885 (Why is no real title available?)
• A new class of matrix variate elliptically contoured distributions
• A robustness property of Hotelling's \(T^ 2-\)test
• Estimation and decision for linear systems with elliptical random processes
• Inequalities: theory of majorization and its applications
• Invariant scale matrix hypothesis tests under elliptical symmetry
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• On the Least-Squares Method for Elliptically Contoured Distributions
• On the theory of elliptically contoured distributions
• Rank of a quadratic form in an elliptically contoured matrix random variable

Cited in

(11)

• Exact Likelihood Equations for Autoregression Models with Multivariate Elliptically Contoured Distributions
• Estimation of the precision matrix of a multivariate elliptically contoured stable distribution
• scientific article; zbMATH DE number 4143235 (Why is no real title available?)
• An alternative proof for a version of cochran's theorem under elliptical settings
• On the Least-Squares Method for Elliptically Contoured Distributions
• scientific article; zbMATH DE number 139852 (Why is no real title available?)
• An identity for multivariate elliptically contoured matrix distribution
• scientific article; zbMATH DE number 1098864 (Why is no real title available?)
• Bayesian statistical inference for Laplacian class of matrix variate elliptically contoured models
• scientific article; zbMATH DE number 4076352 (Why is no real title available?)
• Estimation under the matrix variate elliptical model

This page was built for publication: Some Inference Problems for Matrix Variate Elliptically Contoured Distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4763486)