南华大学学报：自然科学版2012，Vol.26Issue(3)：82-86,98,6.
具有Rao简单结构的多元t-模型位置参数的似然比检验
Likelihood Ratio Test for Location Parameter in a Multivariate t-model with Rao's Simple Structure
杜卓勋 1邹清明2
作者信息
- 1. 湖南环境生物职业技术学院公共基础部,湖南衡阳421001
- 2. 南华大学经济管理学院,湖南衡阳421001
- 折叠
摘要
Abstract
In statistical inference,the hypothesis testing of unknown parameters in a model is an important issue. In this paper, the hypothesis testing for location parameter in a multi- variate t-model with Rao's simple structure is investigated by likelihood ratio testing ap- proach, and the null distribution of test statistics is obtained. The performance of theoretical results is shown by Monte Carlo simulation approach关键词
极大似然估计/Rao简单结构/t-模型/似然比/假设检验Key words
maxi mum likelihood estimation/Rao's simple structure/t-model/likelihood ratio/hypothesis testing分类
数学引用本文复制引用
杜卓勋,邹清明..具有Rao简单结构的多元t-模型位置参数的似然比检验[J].南华大学学报：自然科学版,2012,26(3):82-86,98,6.
