Multivariate elliptical models with general parameterization

DOI10.1016/J.STAMET.2011.03.001zbMATH Open1215.62054OpenAlexW2001711491MaRDI QIDQ545148FDOQ545148

Authors: Artur J. Lemonte, Alexandre G. Patriota 

Publication date: 22 June 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2011.03.001

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zbMATH Keywords

maximum likelihood estimationmultivariate modelslocal influencegeneralized leverage

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) General nonlinear regression (62J02) Diagnostics, and linear inference and regression (62J20) Estimation in multivariate analysis (62H12)

Cites Work

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Cited In (14)

• Improved hypothesis testing in a general multivariate elliptical model
• Testing multivariate scatter parameter in elliptical model based on forward search method
• Robust replicated heteroscedastic measurement error model using heavy-tailed distribution
• Title not available (Why is that?)
• Multivariate targeting with applications to ellipse estimation.
• Bivariate elliptical regression for modeling interval-valued data
• A note on influence diagnostics in nonlinear mixed-effects elliptical models
• Elliptical graphical modelling
• Elliptical linear mixed models with a covariate subject to measurement error
• Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
• Estimation and variable selection for semiparametric additive partial linear models
• Improved estimation in a general multivariate elliptical model
• Variable Selection in Joint Location and Scale Models of the Skew-t-Normal Distribution
• Title not available (Why is that?)

Uses Software

• R
• Ox

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