Some Inference Problems for Matrix Variate Elliptically Contoured Distributions

DOI10.1080/02331889508802491zbMath0812.62060OpenAlexW2011563916MaRDI QIDQ4763486

Arjun K. Gupta, T. Varga

Publication date: 10 April 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889508802491

zbMATH Keywords

random matricesmaximum likelihood estimatorsoptimality propertiesmultivariate regression modelsleast-square estimatorsmatrix variate elliptically contoured distributionsmultivariate random effect regression model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

An alternative proof for a version of cochran's theorem under elliptical settings

Cites Work

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• Invariant scale matrix hypothesis tests under elliptical symmetry
• A robustness property of Hotelling's \(T^ 2-\)test
• On the theory of elliptically contoured distributions
• Rank of a quadratic form in an elliptically contoured matrix random variable
• A new class of matrix variate elliptically contoured distributions
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• On the Least-Squares Method for Elliptically Contoured Distributions
• Estimation and decision for linear systems with elliptical random processes
• Inequalities: theory of majorization and its applications

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