ESTIMATION OF VARIANCE AND COVARIANCE COMPONENTS IN ELLIPTICALLY CONTOURED DISTRIBUTIONS
نویسندگان
چکیده
منابع مشابه
Elliptically Contoured Distributions
Given two covar iance matrices R and S for a given elliptically con toured distribution, we show how simple inequalities between the matr ix elements imply that ER(f)< Es(f), e.g., when x = (xil,i ...... i,) is a mult i index vector and f ( x ) = rain max rain max. . .xi l ..... i,, i l i2 i3 or f(x) is the indicator funct ion of sets such as (3 U N U...rx, ...... ~._-<;o, ..... ,~ i l i2 i3
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ژورنال
عنوان ژورنال: JOURNAL OF THE JAPAN STATISTICAL SOCIETY
سال: 2000
ISSN: 1882-2754,1348-6365
DOI: 10.14490/jjss1995.30.143