Measurement error models with nonconstant covariance matrices

DOI10.1006/JMVA.2001.2024MaRDI QIDQ700144zbMATHOpenAlexFDO

Authors Reinaldo B. Arellano-Valle, Heleno Bolfarine, Loreta Gasco

Publication date 30 September 2002

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10533/173824

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

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Cites work

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• On the maximum likelihood estimation of a linear structural relationship when the intercept is known
• Polynomial Regression and Estimating Functions in the Presence of Multiplicative Measurement Error
• Ultrastructural elliptical models
• Weak nondifferential measurement error models

Cited in

(10)

• Skew normal measurement error models
• Estimation in functional measurement error models with compound symmetric covariance structured equation errors
• A multivariate ultrastructural errors-in-variables model with equation error
• Multivariate measurement error models with normal mean-variance mixture distributions
• scientific article; zbMATH DE number 4188989 (Why is no real title available?)
• Statistical inference for functional relationship between the specified and the remainder populations
• Multiplicative errors-in-variables beta regression
• Estimation and testing in elliptical functional measurement error models
• Evaluation of covariance matrices in the multistage unified least-squares adjustment of the measurement results
• Consistent estimation in measurement error models with near singular covariance

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