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Some Inference Problems for Matrix Variate Elliptically Contoured Distributions

 

作者: A. K. Gupta,   T. Varga,  

 

期刊: Statistics  （Taylor Available online 1995）
卷期: Volume 26, issue 3  

页码: 219-229

 

ISSN:0233-1888

 

年代: 1995

 

DOI:10.1080/02331889508802491

 

出版商: Gordon & Breach Science Publishers

 

关键词: AMS 1992 subject classification;Primary 62H05;secondary 62E15;Random matrices;estimation;maximum likelihood;multivariate regression;least-square estimation

 

数据来源: Taylor

 

摘要:

In this paper, maximum likelihood estimators for a broad class of matrix variate elliptically contoured distributions have been derived. Optimality properties of estimators in the multivariate regression models are studied when the error term has a matrix variate elliptically contoured distribution. Least-square estimators are also obtained for the multivariate random effect regression model when the underlying distribution is elliptically contoured.

 

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