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Some optima of parameter tests for elliptically contoured distribution class

Some optima of parameter tests for elliptically contoured distribution class This paper proves that for elliptically contoured distributions many likelihood ratio tests are uniformly most powerful or unbiased. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Some optima of parameter tests for elliptically contoured distribution class

Acta Mathematicae Applicatae Sinica , Volume 3 (1) – Aug 6, 2005

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Publisher
Springer Journals
Copyright
Copyright © 1987 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/BF02112640
Publisher site
See Article on Publisher Site

Abstract

This paper proves that for elliptically contoured distributions many likelihood ratio tests are uniformly most powerful or unbiased.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Aug 6, 2005

References