这篇研究聚焦于多元t分布（multivariate t distribution）框架下协方差矩阵的假设检验问题，创新性地提出基于两类矩阵变量t分布（type I/II）的似然比检验（LRT）方法，解决了非独立观测数据的协方差结构分析难题。作者系统推导了参数估计量（MLE）的统计性质（如 ...

This is a preview. Log in through your library . Abstract The Student t distribution has the property that the distribution evaluated from -u to +u is an increasing function of ν, the degrees of ...