多元t分布下不相关观测的协方差矩阵似然比检验
Likelihood ratio test for covariance matrix under multivariate t distribution with uncorrelated observations
Journal of Multivariate Analysis · 2025
被引 2 · 同刊同年前 6%
ABS 3
- Katarzyna Filipiak
- Daniel Klein 通讯
- Stepan Mazur
- Malwina Mrowińska
计量经济学多元统计分析假设检验协方差矩阵