Maximum Likelihood Estimators and Likelihood Ratio Criteria for Multivariate Elliptically Contoured Distributions

Abstract

In this paper we generalize the theory of maximum likelihood estimation and likelihood ratio criteria from normal distributions to multivariate elliptically contoured distributions for which the vector observations are not necessarily either normal or independent. We find that many usual likelihood ratio criteria and their null distributions are the same in the class of multivariate elliptically contoured distributions.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1982
Accession Number
ADA120909

Entities

People

  • Kai-tai Fang
  • Theodore W. Anderson

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Estimators
  • Mathematics
  • Maximum Likelihood Estimation
  • Measurement Transportation Algorithms
  • Normal Distribution
  • Observation
  • Optimal Estimators
  • Statistical Algorithms

Fields of Study

  • Mathematics

Readers

  • Combustion and Flow Dynamics.
  • Electromagnetic Wave Scattering and Antenna Radiation Engineering
  • Regression Analysis.