Some Inference Problems for Matrix Variate Elliptically Contoured Distributions
DOI10.1080/02331889508802491zbMATH Open0812.62060OpenAlexW2011563916MaRDI QIDQ4763486FDOQ4763486
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
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maximum likelihood estimatorsrandom matricesoptimality propertiesmultivariate regression modelsleast-square estimatorsmatrix variate elliptically contoured distributionsmultivariate random effect regression model
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)
Cites Work
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- Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
- A robustness property of Hotelling's \(T^ 2-\)test
- Inequalities: theory of majorization and its applications
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- A new class of matrix variate elliptically contoured distributions
- Estimation and decision for linear systems with elliptical random processes
- Invariant scale matrix hypothesis tests under elliptical symmetry
- Rank of a quadratic form in an elliptically contoured matrix random variable
- On the Least-Squares Method for Elliptically Contoured Distributions
Cited In (11)
- Exact Likelihood Equations for Autoregression Models with Multivariate Elliptically Contoured Distributions
- On the Least-Squares Method for Elliptically Contoured Distributions
- Title not available (Why is that?)
- An alternative proof for a version of cochran's theorem under elliptical settings
- Bayesian statistical inference for Laplacian class of matrix variate elliptically contoured models
- Estimation under the matrix variate elliptical model
- Estimation of the precision matrix of a multivariate elliptically contoured stable distribution
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- An identity for multivariate elliptically contoured matrix distribution
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