Elliptical structural models

DOI10.1080/03610929608831841MaRDI QIDQ3125758zbMATH OpenOpenAlexFDO

Authors Reinaldo B. Arellano-Valle, Heleno Bolfarine

Publication date 20 March 1997

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929608831841

zbMATH Keywords

Bartlett correctionsdependent and independent structural elliptical modelsinformation matrixlikelihood ratio testmaximum likelihood estimatorsorthogonal parameters

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Recommendations

• Estimation and testing in elliptical functional measurement error models
• Bayesian inference for dependent elliptical measurement error models
• Elliptical functional models.
• A modified signed likelihood ratio test in elliptical structural models
• Ultrastructural elliptical models

Cites work

• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Estimation of a structural linear regression model with a known reliability ratio
• scientific article; zbMATH DE number 3781344 (Why is no real title available?)
• Likelihood estimation of a simple linear regression model when both variables have error
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• On the robustness of least squares procedures in regression models
• On the Robustness of LM, LR, and W Tests in Regression Models
• Properties of modelling the error distribution with an extra shape parameter
• Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
• The information matrix, skewness tensor and -connections for the general multivariate elliptic distribution

Cited in

(21)

• Hypothesis testing in the unrestricted and restricted parametric spaces of structural models
• Elliptical functional models.
• Weak nondifferential measurement error models
• A modified signed likelihood ratio test in elliptical structural models
• Robust linear functional mixed models
• A two-piece normal measurement error model
• Skew normal measurement error models
• Diagnostics for a linear model with first-order autoregressive symmetrical errors
• Bayesian mismeasurement t-models for censored responses
• BAYESIAN IDENTIFICATION OF OUTLIERS AND CHANGE-POINTS IN MEASUREMENT ERROR MODELS
• Estimation and testing in elliptical functional measurement error models
• On Score Tests in Structural Regression Models
• Ultrastructural elliptical models
• On the information matrix of the multivariate skew-\(t\) model
• On elliptical multilevel models
• A robust multivariate measurement error model with skew-normal/independent distributions and Bayesian MCMC implementation
• Bayesian inference for dependent elliptical measurement error models
• Inference in multivariate regression models with measurement errors
• Multivariate measurement error models with normal mean-variance mixture distributions
• Measurement error models with nonconstant covariance matrices
• Maximum likelihood methods in a robust censored errors-in-variables model

This page was built for publication: Elliptical structural models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3125758)