摘要
探求模型中未知参数的估计及其分布一直是统计学研究中的感兴趣的问题.本文研究了具有Rao简单结构多元t-模型的极大似然估计,利用条件分布方法,获得了其精确分布.
In statistical studying, it is always an interesting topic to obtain the estimation and its distribution for an unknown parameter in model. In this paper, the maximum likelihood estimation of multivariate t-model with Rao＇s simple structure is considered. By the technique of conditional distribution, the exact distribution of estimators is obtained.
出处
《应用概率统计》
CSCD
北大核心
2009年第4期398-408,共11页
Chinese Journal of Applied Probability and Statistics
关键词
极大似然估计
RAO简单结构
条件分布
t-模型
Maximum likelihood estimation, Rao＇s simple structure, conditional distribution, t- model
