第二类多元t分布模型中参数的问题研究

A Study of Parameters in the Multivariate t-Distribution Model of Second Kind

利用多元正态分布和gamma分布定义了另一种形式的多元t分布,称为第二类多元t分布,并讨论了第二类多元t分布模型中参数的一致最小风险无偏估计。

This paper gives a definition of a new form of multivariate t-distribution,namely multivariate t-distribution of second kind by means of multivariate normal distribution and gamma distribution and explores UMRU estimation of parameters in the multivariate t-distribution model of second kind.