具有均匀结构的多元t-模型中未知参数的MLEs及分布

The MLEs and distributions of unknown parameters in a multivariate t-model with uniform structure

摘要: 利用极大似然估计的方法,通过条件密度,求出具有均匀结构的多元t-模型中未知参数的极大似然估计及其分布,由此可更好地了解此模型的理论意义和实用价值.

Abstract: By applying the maximum likelihood method and conditional density,the maximum likelihood estimations and distributions of unknown parameters in model are obtained.Thus,the meaning of theory and practical value of the model can be well understood.