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Maximum‐likelihood estimates and likelihood‐ratio criteria for multivariate elliptically contoured distributions

 

作者: T. W. Anderson,   Huang Hsu,   Kai‐Tai Fang,  

 

期刊: Canadian Journal of Statistics  （WILEY Available online 1986）
卷期: Volume 14, issue 1  

页码: 55-59

 

ISSN:0319-5724

 

年代: 1986

 

DOI:10.2307/3315036

 

出版商: Wiley‐Blackwell

 

关键词: Likelihood‐ratio criteria;maximum‐likelihood estimators;multivariate elliptically contoured distributions

 

数据来源: WILEY

 

摘要:

AbstractFor a class of multivariate elliptically contoured distributions the maximum‐likelihood estimators of the mean vector and covariance matrix are found under certain conditions. Likelihood‐ratio criteria are obtained for a class of null hypotheses. These have the same form as in the normal c

 

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