摘要
本文引进一类新的矩阵椭球等高分布族F_G(n×p),讨论其性质,并给出它的线性变换族F_G^+(n×p)中参数M_1Σ和F_G~*(n×p)中参数λ_i,Q_i,i=1,…。
A new family of elliptically contoured distributions is introduced, together with the maximum likelihood estimators and likelihood criteria about
关键词
矩阵
似然比
检验
隋球
分布
matrices ( mathematics )
likelihood ratio tests, maximum-likelihood estimations / ellipical distribution
