Score test for the covariance matrix of the elliptical \(t\)-distribution
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Publication:689316
DOI10.1006/JMVA.1993.1043zbMath0778.62052OpenAlexW2009187863MaRDI QIDQ689316
Publication date: 5 December 1993
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1993.1043
information matrixnuisance parameterscovariance matrixchi-square distributionsecond order derivativesasymptotically locally most powerful testelliptical \(t\)-distributionlocally optimal testlocation vectorNeyman's partial score test
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Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions ⋮ Robust inference in a linear functional model with replications using the \(t\) distribution ⋮ Addressing non-normality in multivariate analysis using the \(t\)-distribution ⋮ An improved measurement error model for analyzing unreplicated method comparison data under asymmetric heavy-tailed distributions ⋮ The structural Sharpe model undert-distributions ⋮ Estimation methods for the multivariate \(t\) distribution ⋮ Advances and Challenges in Inferences for Elliptically Contoured t Distributions ⋮ A heteroscedastic measurement error model based on skew and heavy-tailed distributions with known error variances ⋮ STUDENTIZED PARTIAL SCORE TESTS FOR VARIANCES IN LONGITUDINAL DATA
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