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| Keywords | |
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Maximum likelihood estimation |
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Rao's simple structure |
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conditional distribution |
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t-model. |
| Authors | |
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Zou Qingming |
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Wang Jinglong |
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Zhu Zhongyi |
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Maximum Likelihood Estimation of Multivariate t-Model\\with Rao's Simple Structure and Its Exact Distribution
Zou Qingming,Wang Jinglong,Zhu Zhongyi
School of Finance and Statistics, East China Normal University College of Economics and Management, Nanhua University Department of Statistics, Fudan University
In statistical studying, it is always an interesting
topic to obtain the estimation and its distribution for an unknown
parameter in model. In this paper, the maximum likelihood estimation
of multivariate t-model with Rao's simple structure is considered.
By the technique of conditional distribution, the exact distribution
of estimators is obtained.