A modified signed likelihood ratio test in elliptical structural models

DOI10.1007/S10182-010-0123-4MaRDI QIDQ1635012zbMATH OpenOpenAlexWikidataFDO

Authors Tatiane F. N. Melo, Silvia L. P. Ferrari

Publication date 18 December 2018

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-010-0123-4

zbMATH Keywords

measurement errorelliptical distributionerrors-in-variables modelstructural modelmodified signed likelihood ratio statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3978129 (Why is no real title available?)
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• scientific article; zbMATH DE number 1122119 (Why is no real title available?)
• scientific article; zbMATH DE number 1419146 (Why is no real title available?)
• Decomposition and invariance of measures, and statistical transformation models
• Elliptical structural models
• Likelihood estimation of a simple linear regression model when both variables have error
• Likelihood methods in statistics
• Modified signed log likelihood ratio
• Null intercept measurement error regression models
• On the maximum likelihood estimation of a linear structural relationship when the intercept is known
• The influence function in the errors in variables problem

Cited in

(4)

• Small-sample one-sided testing in extreme value regression models
• Improved likelihood ratio tests in a measurement error model for multivariate replicated data
• Adjusted likelihood inference in an elliptical multivariate errors-in-variables model
• Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error

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