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Some optima of parameter tests for elliptically contoured distribution class

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Abstract

This paper proves that for elliptically contoured distributions many likelihood ratio tests are uniformly most powerful or unbiased.

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Authors and Affiliations

  1. Institute of Applied Mathematics, Academia Sinica, China

    Quan Hui

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  1. Quan Hui
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Quan, H. Some optima of parameter tests for elliptically contoured distribution class. Acta Mathematicae Applicatae Sinica 3, 1–14 (1987). https://doi.org/10.1007/BF02112640

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  • DOI: https://doi.org/10.1007/BF02112640

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