Maximum likelihood estimates and likelihood ratio criteria for location and scale parameters of the multivariatel 1-norm symmetric distributions

In this paper we introduce three families of multivariate and matrixl ₁-norm symmetric distributions with location and scale parameters and discuss their maximum likelihood estimates and likelihood ratio criteria. It is shown that under certain condition sthey have the same form as those for independent exponential variates.Projects supported by the science Fund of the Chinese Academy of Sciences.