Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions

DOI10.1080/00949650412331321151zbMath1088.62074OpenAlexW2133188175MaRDI QIDQ5290886

R. Gutiérrez-Sanchez, Ramón Gutiérrez-Jáimez, José Domingo Jiménez-López

Publication date: 3 May 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650412331321151

zbMATH Keywords

Kotz type distributionefficiency property

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Score test for the covariance matrix of the elliptical \(t\)-distribution
• Predictive inference for the elliptical linear model
• Analysis of Covariance Structures Under Elliptical Distributions
• Bayesian Kalman filtering with elliptically contoured errors
• Estimation and decision for linear systems with elliptical random processes
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