Elliptical functional models.

DOI10.1006/JMVA.1997.1726MaRDI QIDQ1264503zbMATH OpenOpenAlexFDO

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

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

elliptical distributionsmaximum likelihood estimatorsStudent-\(t\) distributionasymptotic relative efficiencyincidental parameters

Mathematics Subject Classification ID

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

Recommendations

• Estimation and testing in elliptical functional measurement error models
• Elliptical structural models
• Ultrastructural elliptical models
• Robust linear functional mixed models

Cites work

• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 756732 (Why is no real title available?)
• scientific article; zbMATH DE number 3238272 (Why is no real title available?)
• A note on G. R. Dolby's unreplicated ultrastructural model
• Elliptical structural models
• Estimation in the presence of incidental parameters
• Multivariate calibration: A generalization of the classical estimator
• New perspectives on linear calibration
• On some characterizations of the \(t\)-distribution
• On the unreplicated ultrastructural model
• Pseudo maximum likelihood estimation: Theory and applications
• Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
• Ultrastructural elliptical models

Cited in

(12)

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

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