搜索结果: 1-1 共查到“管理学 tail weight”相关记录1条 . 查询时间(0.234 秒)
Simple Le Cam optimal inference for the tail weight of multivariate Student $t$ distributions: testing procedures and estimation
local asymptotic normality locally asymptotically maximin tests one-step estimation Student t distribution tail weight
2013/6/14
The multivariate Student $t$ distribution is at the core of classical statistical inference and is also a well-known model for empirical financial data. In the present paper, we propose optimal (in th...