Estimation in bivariate nonnormal distributions with stochastic variance functions

DOI10.1016/j.csda.2007.05.027zbMath1452.62357OpenAlexW4246565719MaRDI QIDQ1023502

J. Martínez

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.05.027

zbMATH Keywords

outlierscorrelation coefficientmodified maximum likelihoodrandom designbivariate distributionsinliers

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (12)

Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method ⋮ Modeling binary responses with stochastic covariates ⋮ The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters ⋮ Multiple linear regression model with stochastic design variables ⋮ Inference in multivariate linear regression models with elliptically distributed errors ⋮ Stochastic analysis of covariance when the error distribution is long-tailed symmetric ⋮ Application in stochastic volatility models of nonlinear regression with stochastic design ⋮ Mahalanobis distance under non-normality ⋮ Estimation in multivariate nonnormal distributions with stochastic variance function ⋮ Estimation and hypothesis testing in BIB design and robustness ⋮ MMLEs are as good as M-estimators or better ⋮ A note on the paper by Ahmed Hossain and Andrew R. Willan

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