Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations

DOI10.2307/2290706zbMath0771.62044OpenAlexW4251706006MaRDI QIDQ4694178

Yutaka Kano, Peter M. Bentler, Maria Berkane

Publication date: 20 September 1993

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2290706

zbMATH Keywords

outliersrobustnessconsistencyasymptotic normalitylikelihood ratio testWald testheavy tailselliptical distributionsnuisance parametermisspecificationsample meansample covariance matrixmultivariate normal distributionasymptotic equivalencekurtosis adjustmentscore test statisticsunknown densitychi-squarednessestimating extra parametersmultivariate \(T\) distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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