线性函数关系的最大似然估计与似然比检验——关于左C(n)不变分布的场合

本文在假定误差分布是左C(n)不变的条件下,导出了关于多元线性模型的均值向量之间的线性关系存在性的似然比检验,以及相应参数的最大似然估计量。这些统计量的形式与分布函数的形式无关,因而是稳健的。

Maximum Likelihood Estimators and Likelihood Ratio Tests of Linear Functional Reiationship with Left C(n)- Invariant

In this paper, the likelihood ratio tests of existness of linear functional relationship among row vectors of the mean matrix and the maximum likelihood estimators of those corresponding parameters are dlscussed about two kinds of canonical forms of rnultivariate linear models with the left C(n)-invariant error errors.The distributions of those esitm'ators are independent of the forms of the error's distributions, so they are robust.