A modified signed likelihood ratio test in elliptical structural models
โ Scribed by Tatiane F. N. Melo; Silvia L. P. Ferrari
- Book ID
- 106292769
- Publisher
- Springer-Verlag
- Year
- 2010
- Tongue
- English
- Weight
- 408 KB
- Volume
- 94
- Category
- Article
- ISSN
- 1863-8171
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๐ SIMILAR VOLUMES
Let \(\boldsymbol{W}\) be a \(p \times p\) matrix distributed according to the Wishart distribution \(W_{p}(n, \boldsymbol{\Phi})\) with \(\boldsymbol{\Phi}\) positive definite and \(n \geqslant p\). Let \(\left(m / \sigma^{2}\right) g\) be distributed according to the chi-squared distribution \(\ch
A derivation of the maximum likelihood ratio test for testing no outliere in regreeeion models h given ueing the method of WETEXEILL (1981, pp. 106-107) for estimating the regreeeion parsmetere. This method h eseentially eimilar to the one outlined in B a s m and Lmwm (1978, p. 283), although by our