๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Some optima of parameter tests for elliptically contoured distribution class

โœ Scribed by Hui Quan


Book ID
112695087
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
1987
Tongue
English
Weight
705 KB
Volume
3
Category
Article
ISSN
0168-9673

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


The correlation structure of the sample
โœ Marc G. Genton ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 375 KB

In the context of time series, the classical estimator of the autocovariance function can be written as a quadratic form of the observations. If data have an elliptically contoured distribution with constant mean, then the correlation between the sample autocovariance function at two different lags

Asymptotic Distributions of Some Test Cr
โœ S. Purkayastha; M.S. Srivastava ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 598 KB

The asymptotic distributions under local alternatives of two test criteria for testing the hypothesis that the characteristic roots of the covariance matrix of an elliptical population, assumed distinct, are equal to a set of specified numbers, are derived. The two tests are the modified likelihood