Improved hypothesis testing in a general multivariate elliptical model

DOI10.1080/00949655.2016.1269330OpenAlexW2963715180WikidataQ57496447 ScholiaQ57496447MaRDI QIDQ5106861

Alexandre G. Patriota, Tatiane F. N. Melo, 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

multivariate normal distributionelliptical modelmodified signed likelihood ratio statisticmultivariate Student-\(t\) distributiongeneral parameterizationmodified likelihood ratio statistic

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

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Uses Software

• Ox

Cites Work

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• On the non-existence of ancillary statistics
• A semiparametric approach for joint modeling of median and skewness
• Likelihood Asymptotics
• A simple general formula for tail probabilities for frequentist and Bayesian inference
• Analysis of Incomplete Multivariate Data from Repeated Measurement Experiments
• On testing inference in beta regressions
• Small-sample likelihood inference in extreme-value regression models
• Linear mixed models for longitudinal data

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