Ultrastructural elliptical models

DOI10.2307/3315626zbMath0888.62052OpenAlexW2160665323MaRDI QIDQ4715848

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

Publication date: 14 June 1998

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315626

zbMATH Keywords

elliptical distributionsgeneralized least squaresultrastructural modelmoment estimatorsnonnormalityasymptotic relative efficienciesmaximum-likelihood estimatorskurtosis parametert-distributionstructural and functional model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

Related Items

Improved estimation in elliptical linear mixed measurement error models, The bivariate sinh-elliptical distribution with applications to Birnbaum-Saunders distribution and associated regression and measurement error models, A bivariate Birnbaum-Saunders regression model, A multivariate ultrastructural errors-in-variables model with equation error, Robust errors-in-variables linear regression via Laplace distribution, Inference in a linear functional relationship with replications, Robust linear functional mixed models, Measurement error models with nonconstant covariance matrices, Estimation and Testing in Elliptical Functional Measurement Error Models, Elliptical functional models., Hypothesis Testing in Functional Comparative Calibration Models, Weak nondifferential measurement error models, On Score Tests in Structural Regression Models, Skew normal measurement error models, Specification and identification issues in models involving a latent hierarchical structure

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