On a Locally Best Invariant and Locally Minimax Test in Symmetrical Multivariate Distributions

1987 ◽  
pp. 63-83
Author(s):  
N. C. Giri
Keyword(s):  
Multivariate Distributions ◽  
Minimax Test ◽  
Locally Minimax Test

Locally best invariant and locally minimax test of independence

1975 ◽  
Vol 3 (1) ◽  
pp. 111-118
Author(s):  
Sujit Kumar Basu ◽  
Bimal Kumar Sinha
Keyword(s):  
Test Of Independence ◽  
Minimax Test ◽  
Locally Minimax Test

Locally minimax test of the equality of two covariance matrices

1979 ◽  
Vol 33 (1) ◽  
pp. 583-589
Author(s):  
S. R. Chakravorti ◽  
N. C. Giri
Keyword(s):  
Covariance Matrices ◽  
Minimax Test ◽  
Locally Minimax Test

Multivariate distributions of order κ

1988 ◽  
Vol 7 (3) ◽  
pp. 207-216 ◽  
Author(s):  
Andreas N. Philippou ◽  
Demetris L. Antzoulakos ◽  
Gregory A. Tripsiannis
Keyword(s):  
Multivariate Distributions

Testing multivariate distributions in GARCH models

2008 ◽  
Vol 143 (1) ◽  
pp. 19-36 ◽  
Author(s):  
Jushan Bai ◽  
Zhihong Chen
Keyword(s):  
Garch Models ◽  
Multivariate Distributions

scholarly journals Cumulants of Multivariate Symmetric and Skew Symmetric Distributions

Symmetry ◽  
2021 ◽  
Vol 13 (8) ◽  
pp. 1383
Author(s):  
Sreenivasa Rao Jammalamadaka ◽  
Emanuele Taufer ◽  
Gyorgy H. Terdik
Keyword(s):  
Comprehensive Treatment ◽  
Multivariate Distributions ◽  
Symmetric Distributions ◽  
Multivariate T Distribution ◽  
T Distribution ◽  
Multivariate T

This paper provides a systematic and comprehensive treatment for obtaining general expressions of any order, for the moments and cumulants of spherically and elliptically symmetric multivariate distributions; results for the case of multivariate t-distribution and related skew-t distribution are discussed in some detail.

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