Score test for the covariance matrix of the elliptical \(t\)-distribution

DOI10.1006/JMVA.1993.1043zbMath0778.62052OpenAlexW2009187863MaRDI QIDQ689316

Brajendra Chandra Sutradhar

Publication date: 5 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1043

zbMATH Keywords

information matrixnuisance parameterscovariance matrixchi-square distributionsecond order derivativesasymptotically locally most powerful testelliptical \(t\)-distributionlocally optimal testlocation vectorNeyman's partial score test

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Related Items (9)

Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions ⋮ Robust inference in a linear functional model with replications using the \(t\) distribution ⋮ Addressing non-normality in multivariate analysis using the \(t\)-distribution ⋮ An improved measurement error model for analyzing unreplicated method comparison data under asymmetric heavy-tailed distributions ⋮ The structural Sharpe model undert-distributions ⋮ Estimation methods for the multivariate \(t\) distribution ⋮ Advances and Challenges in Inferences for Elliptically Contoured t Distributions ⋮ A heteroscedastic measurement error model based on skew and heavy-tailed distributions with known error variances ⋮ STUDENTIZED PARTIAL SCORE TESTS FOR VARIANCES IN LONGITUDINAL DATA

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