SOME INFERENCE PROBLEMS FOR MATRIX VARIATE ELLIPTICALLY CONTOURED DISTRIBUTIONS

In this paper, maximum likelihood estimators for a broad class of matr ix variate elliptically contoured distributions have been derived. Opt imality properties of estimators in the multivariate regression models are studied when the error term has a matrix variate elliptically con toured distribution. Least-square estimators are also obtained for the multivariate random effect regression model when the underlying distr ibution is elliptically contoured.