Improved hypothesis testing in a general multivariate elliptical model

DOI10.1080/00949655.2016.1269330MaRDI QIDQ5106861zbMATH OpenOpenAlexWikidataFDO

Authors Tatiane F. N. Melo, Alexandre G. Patriota, Silvia L. P. Ferrari

Publication date 22 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.07059

zbMATH Keywords

elliptical modelgeneral parameterizationmodified likelihood ratio statisticmodified signed likelihood ratio statisticmultivariate normal distributionmultivariate Student-\(t\) distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A semiparametric approach for joint modeling of median and skewness
• A simple general formula for tail probabilities for frequentist and Bayesian inference
• Accurate parametric inference for small samples
• Analysis of Incomplete Multivariate Data from Repeated Measurement Experiments
• scientific article; zbMATH DE number 3978129 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 1122119 (Why is no real title available?)
• scientific article; zbMATH DE number 777587 (Why is no real title available?)
• scientific article; zbMATH DE number 1419146 (Why is no real title available?)
• Likelihood asymptotics
• Likelihood methods in statistics
• Linear mixed models for longitudinal data
• Multivariate elliptical models with general parameterization
• On testing inference in beta regressions
• On the non-existence of ancillary statistics
• Signed likelihood ratio tests in the Birnbaum-Saunders regression model
• Small-sample likelihood inference in extreme-value regression models

Cited in

(5)

• A modified signed likelihood ratio test in elliptical structural models
• Testing multivariate scatter parameter in elliptical model based on forward search method
• Envelopes for elliptical multivariate linear regression
• Robust replicated heteroscedastic measurement error model using heavy-tailed distribution
• Higher-order asymptotic refinements in a multivariate regression model with general parameterization

Describes a project that uses

Uses Software

• Ox

This page was built for publication: Improved hypothesis testing in a general multivariate elliptical model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5106861)