Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error

DOI10.1080/00949655.2013.787691zbMath1453.62570arXiv1205.5039OpenAlexW1982415000WikidataQ57496471 ScholiaQ57496471MaRDI QIDQ5219488

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

Publication date: 12 March 2020

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

Full work available at URL: https://arxiv.org/abs/1205.5039

zbMATH Keywords

measurement errorelliptical distributionmultivariate regression modelerrors-in-variables modelmodified likelihood ratio statistic

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Asymptotic properties of parametric tests (62F05)

Related Items (2)

Improved likelihood ratio tests in a measurement error model for multivariate replicated data ⋮ A heteroscedastic measurement error model based on skew and heavy-tailed distributions with known error variances

Uses Software

• Ox

Cites Work

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