Pages that link to "Item:Q689316"
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The following pages link to Score test for the covariance matrix of the elliptical \(t\)-distribution (Q689316):
Displaying 9 items.
- Estimation methods for the multivariate \(t\) distribution (Q925280) (← links)
- Robust inference in a linear functional model with replications using the \(t\) distribution (Q2401358) (← links)
- An improved measurement error model for analyzing unreplicated method comparison data under asymmetric heavy-tailed distributions (Q2684567) (← links)
- STUDENTIZED PARTIAL SCORE TESTS FOR VARIANCES IN LONGITUDINAL DATA (Q2874057) (← links)
- Advances and Challenges in Inferences for Elliptically Contoured t Distributions (Q4645247) (← links)
- A heteroscedastic measurement error model based on skew and heavy-tailed distributions with known error variances (Q4960674) (← links)
- The structural Sharpe model under<i>t</i>-distributions (Q5123670) (← links)
- Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions (Q5290886) (← links)
- Covariance structure tests for multivariate \(t\)-distribution (Q6640098) (← links)
