应用数学2013，Vol.26Issue(1)：36-44,9.
具有Rao简单结构的多元t-模型的参数区间估计
Interval Estimation of Parameters in a Multivariate t-model with Rao's Simple Structure
摘要
Abstract
In statistical inference,the interval estimates of unknown parameters in a model is an important issue.In this paper,the interval estimates of parameters in the multivariate t-model with Rao's simple structure is considered by constructing the pivotal statistics.The distribution of the constructed pivotal statistics is studied by applying the techniques of conditional distribution.Therefore,the confidence region of a single parameter and the joint confidence region of parameters are obtained.关键词
极大似然估计/Rao简单结构/t-模型/枢轴量/置信区域Key words
Maximum likelihood estimation / Rao's simple structure / t-model / Pivotal statistics / Confidence region分类
数理科学引用本文复制引用
邹清明,付雪梅..具有Rao简单结构的多元t-模型的参数区间估计[J].应用数学,2013,26(1):36-44,9.基金项目
教育部人文社科基金(11YJA91009) （11YJA91009）
