Elliptical functional models.

DOI10.1006/jmva.1997.1726zbMath1138.62325OpenAlexW1976782905MaRDI QIDQ1264503

F. Vilca-Labra, Heleno Bolfarine, Reinaldo B. Arellano-Valle

Publication date: 29 September 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1726

zbMATH Keywords

asymptotic relative efficiencyelliptical distributionsmaximum likelihood estimatorsStudent-\(t\) distributionincidental parameters

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (12)

Improved estimation in elliptical linear mixed measurement error models ⋮ The bivariate sinh-elliptical distribution with applications to Birnbaum-Saunders distribution and associated regression and measurement error models ⋮ Robust inference in a linear functional model with replications using the \(t\) distribution ⋮ Maximum Lq-likelihood Estimation in Functional Measurement Error Models ⋮ Robust estimation in functional comparative calibration models via maximum \(\mathrm{L}q\)-likelihood ⋮ Robust errors-in-variables linear regression via Laplace distribution ⋮ Comparing consistent estimators in comparative calibration models ⋮ Inference in a linear functional relationship with replications ⋮ Robust linear functional mixed models ⋮ Measurement error models with nonconstant covariance matrices ⋮ Estimation and Testing in Elliptical Functional Measurement Error Models ⋮ Robust inference in an heteroscedastic measurement error model

Cites Work

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• Multivariate calibration: A generalization of the classical estimator
• Pseudo maximum likelihood estimation: Theory and applications
• New perspectives on linear calibration
• On some characterizations of the \(t\)-distribution
• Elliptical structural models
• A note on G. R. Dolby's unreplicated ultrastructural model
• Estimation in the presence of incidental parameters
• On the unreplicated ultrastructural model
• Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
• Ultrastructural elliptical models

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