张怀雄, 邹清明, 杨建红. 具有均匀结构的多元t-模型中未知参数的MLEs及分布[J]. 云南大学学报(自然科学版), 2004, 26(2): 107-111.
引用本文: 张怀雄, 邹清明, 杨建红. 具有均匀结构的多元t-模型中未知参数的MLEs及分布[J]. 云南大学学报(自然科学版), 2004, 26(2): 107-111.
ZHANG Huai-xiong, ZOU Qing-ming, YANG Jian-hong. The MLEs and distributions of unknown parameters in a multivariate t-model with uniform structure[J]. Journal of Yunnan University: Natural Sciences Edition, 2004, 26(2): 107-111.
Citation: ZHANG Huai-xiong, ZOU Qing-ming, YANG Jian-hong. The MLEs and distributions of unknown parameters in a multivariate t-model with uniform structure[J]. Journal of Yunnan University: Natural Sciences Edition, 2004, 26(2): 107-111.

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.

     

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