The numerical character of maximum likelihood estimators of multivariate t-models with Rao's simple structure

zbMATH Open1174.62430MaRDI QIDQ5452926FDOQ5452926

Authors: Qingming Zou, Zhongyi Zhu 

Publication date: 4 April 2008

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zbMATH Keywords

conditional expectations

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

Cited In (3)

• Maximum likelihood estimation of multivariate \(t\)-models with Rao's simple structure and its exact distribution
• Covariance structure tests for multivariate \(t\)-distribution
• Interval estimation of parameters in a multivariate \(t\)-model with Rao's simple structure

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