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Maximum likelihood estimates and likelihood ratio criteria for location and scale parameters of the multivariatel 1-norm symmetric distributions

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Abstract

In this paper we introduce three families of multivariate and matrixl 1-norm symmetric distributions with location and scale parameters and discuss their maximum likelihood estimates and likelihood ratio criteria. It is shown that under certain condition sthey have the same form as those for independent exponential variates.

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References

  1. Fang, K. T. and Fang, B. Q., Some families of multivariate symmetric distributions related to exponential distribution, to appear in J. Mult. Anal., 1987.

  2. Fang, K. T. and Fang, B. Q., Matrixl 1-norm symmetric distributions, to be submitted to Northeastern Mathematical Journal (in Chinese), 1985.

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Authors and Affiliations

  1. Institute of Applied Mathematics, Academia Sinica, China

    Fang Biqi & Fang Kaitai

Authors
  1. Fang Biqi
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  2. Fang Kaitai
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Projects supported by the science Fund of the Chinese Academy of Sciences.

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Fang, B., Fang, K. Maximum likelihood estimates and likelihood ratio criteria for location and scale parameters of the multivariatel 1-norm symmetric distributions. Acta Mathematicae Applicatae Sinica 4, 13–22 (1988). https://doi.org/10.1007/BF02018709

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  • DOI: https://doi.org/10.1007/BF02018709

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