Elliptical structural models

DOI10.1080/03610929608831841zbMath0900.62282OpenAlexW2045187822MaRDI QIDQ3125758

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

information matrixlikelihood ratio testmaximum likelihood estimatorsorthogonal parametersBartlett correctionsdependent and independent structural elliptical models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items

A modified signed likelihood ratio test in elliptical structural models, Bayesian inference for dependent elliptical measurement error models, Inference in multivariate regression models with measurement errors, Bayesian mismeasurementt-models for censored responses, Maximum likelihood methods in a robust censored errors-in-variables model, On the information matrix of the multivariate skew-\(t\) model, Robust linear functional mixed models, A robust multivariate measurement error model with skew-normal/independent distributions and Bayesian MCMC implementation, Measurement error models with nonconstant covariance matrices, A two-piece normal measurement error model, BAYESIAN IDENTIFICATION OF OUTLIERS AND CHANGE-POINTS IN MEASUREMENT ERROR MODELS, Elliptical functional models., Hypothesis testing in the unrestricted and restricted parametric spaces of structural models, Weak nondifferential measurement error models, Diagnostics for a Linear Model with First-Order Autoregressive Symmetrical Errors, On Score Tests in Structural Regression Models, Skew normal measurement error models

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