Some Inference Problems for Matrix Variate Elliptically Contoured Distributions

DOI10.1080/02331889508802491zbMath0812.62060MaRDI QIDQ4763486

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

random matrices; maximum likelihood estimators; optimality properties; multivariate regression models; least-square estimators; matrix variate elliptically contoured distributions; multivariate random effect regression model

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H12: Estimation in multivariate analysis

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

An alternative proof for a version of cochran's theorem under elliptical settings

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