Abstract
Let x1, x2,...,xn be p-dimensional vectors, such that xi ~ Ep(Bzi, Σ, ψ), where zi is a q-dimensional known vector, i = 1,...,n, and B is a p × q unknown matrix. Moreover, assume that xi, i = l,...,n are uncorrelated and their joint distribution is elliptically contoured and absolutely continuous. This model can be expressed as
where X = (x1, x2,...,xn); Z = (z1, z2,...,zn) is a q × n known matrix; B (p × q) and Σ (p × p) are unknown matrices. Assume rk(Z) = q and p + q ≤ n. The joint p.d.f. of x1, x2,...,xn can be written as
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© 1993 Springer Science+Business Media Dordrecht
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Gupta, A.K., Varga, T. (1993). Linear Models. In: Elliptically Contoured Models in Statistics. Mathematics and Its Applications, vol 240. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-1646-6_9
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DOI: https://doi.org/10.1007/978-94-011-1646-6_9
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-4719-7
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