Differentiability of t-functionals of location and scatter
The paper aims at finding widely and smoothly defined nonparametric location and scatter functionals. As a convenient vehicle, maximum likelihood estimation of the location vector μ and scatter matrix Σ of an elliptically symmetric t distribution on ℝd with degrees of freedom ν>1 extends to an M-...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Institute of Mathematical Statistics
2011
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| Online Access: | http://hdl.handle.net/1721.1/63108 https://orcid.org/0000-0002-6195-4161 |