Maximum Likelihood Estimators and Likelihood Ratio Tests of Linear Functional Reiationship with Left C(n)- Invariant

Abstract:

      In this paper, the likelihood ratio tests of existness of linear functional relationship among row vectors of the mean matrix and the maximum likelihood estimators of those corresponding parameters are dlscussed about two kinds of canonical forms of rnultivariate linear models with the left C(n)-invariant error errors.The distributions of those esitm'ators are independent of the forms of the error's distributions, so they are robust.