协方差
估计员
数学
应用数学
标准误差
分布(数学)
统计
采样(信号处理)
计算机科学
数学分析
滤波器(信号处理)
计算机视觉
标识
DOI:10.1111/j.2044-8317.1984.tb00789.x
摘要
Methods for obtaining tests of fit of structural models for covariance matrices and estimator standard errors which are asymptotically distribution free are derived. Modifications to standard normal theory tests and standard errors which make them applicable to the wider class of elliptical distributions are provided. A random sampling experiment to investigate some of the proposed methods is described.
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