LIST OF SYMBOLS
 |
UE |
 |
RE |
 |
PTE |
 |
SE |
 |
PRSE |
| b(.)/b(.) | bias |
| R(·) | risk |
| Δ2/Δ2* | noncentrality parameter |
 |
test-statistics |
| γo | d.f. |
| Vn/Vp | known scale matrix |
| 1n | vector of n-tuple of one’s |
 |
Borel measurable function |
| ϕ(.) | pdf of the standard normal distribution |
| Φ(.) | cdf of the standard normal distribution |
| |a| | absolute value of the scalar a |
| ||a|| | norma of a |
| |A| | determinant of the matrix A |
| Γ(.) | gamma function |
| Γp(.) | multivariate gamma function |
| B(.,.) | beta function |
| J(t → z) | Jacobian of the transformation t to z |
 |
dominates |
 |
Kronecker product |
| vec | vectorial operator |
Get Statistical Inference for Models with Multivariate t-Distributed Errors now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
