Maximum likelihood estimates and likelihood ratio criteria for location and scale parameters of the multivariate \(l_ 1\)-norm symmetric distributions

DOI10.1007/BF02018709zbMath0687.62041MaRDI QIDQ1263195

Bi Qi Fang, Kai-Tai Fang

Publication date: 1988

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimatornull distributions\(l_ 1\)-norm symmetric distributionsindependent exponential variableslikelihood ratio criteria

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Related Items

Estimation of the location parameter of the \(\ell_{1}\)-norm symmetric matrix variate distributions ⋮ Statistical inference in simplicially contoured sample distributions ⋮ Estimation under \(\ell_{1}\)-symmetry

Cites Work

• Some families of multivariate symmetric distributions related to exponential distribution
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
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