Rank Estimation in Elliptical Models : Estimation of Structured Rank Covariance Matrices and Asymptotics for Heteroscedastic Linear Regression
作者： Kristi Kuljus
DOI:
关键词: Mean reciprocal rank 、 Mathematics 、 Rank (linear algebra) 、 Statistical inference 、 Covariance 、 Univariate 、 Statistics 、 Heteroscedasticity 、 Linear regression 、 Multivariate statistics
摘要: This thesis deals with univariate and multivariate rank methods in making statistical inference. It is assumed that the underlying distributions belong to class of elliptical distributions. The ...
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