Some optima of parameter tests for an elliptically contoured distribution class
type: Item
instance of: scholarly article
title: Some optima of parameter tests for an elliptically contoured distribution class
zbMATH Open document ID: 0655.62060
DOI: 10.1007/BF02112640
author: Hui Quan
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 1987-01-01T00:00:00Z
review text: An \(n\times p\) random matrix is said to have a third matrix elliptically contoured distribution if its characteristic function has the form \[ [\exp (i\sum^{n}_{j=1}t_ j\mu_ j)]\Phi (\sum^{n}_{j=1}t_ j'\Sigma_ jt_ j). \] The author shows that many likelihood ratio tests involving such distributions are uniformly most powerful or UMP invariant.
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 4070071
zbMATH Keywords: unbiased tests
zbMATH Keywords: third matrix elliptically contoured distribution
zbMATH Keywords: likelihood ratio tests
zbMATH Keywords: uniformly most powerful
zbMATH Keywords: UMP invariant
reviewed by: Kenneth S. Miller
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4070071