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Maximum likelihood estimates and likelihood ratio criteria for location and scale parameters of the multivariatel 1-norm symmetric distributions

Maximum likelihood estimates and likelihood ratio criteria for location and scale parameters of... In this paper we introduce three families of multivariate and matrixl 1-norm symmetric distributions with location and scale parameters and discuss their maximum likelihood estimates and likelihood ratio criteria. It is shown that under certain condition sthey have the same form as those for independent exponential variates. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Maximum likelihood estimates and likelihood ratio criteria for location and scale parameters of the multivariatel 1-norm symmetric distributions

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Publisher
Springer Journals
Copyright
Copyright © 1988 by Science Press, Beijing, China and Allerton Press, Inc. New York, U.S.A.
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/BF02018709
Publisher site
See Article on Publisher Site

Abstract

In this paper we introduce three families of multivariate and matrixl 1-norm symmetric distributions with location and scale parameters and discuss their maximum likelihood estimates and likelihood ratio criteria. It is shown that under certain condition sthey have the same form as those for independent exponential variates.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jul 13, 2005

References