Elliptical functional models.

DOI10.1006/jmva.1997.1726zbMath1138.62325OpenAlexW1976782905MaRDI QIDQ1264503

F. Vilca-Labra, Heleno Bolfarine, Reinaldo B. Arellano-Valle

Publication date: 29 September 1998

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

Full work available at URL: https://doi.org/10.1006/jmva.1997.1726

zbMATH Keywords

asymptotic relative efficiencyelliptical distributionsmaximum likelihood estimatorsStudent-\(t\) distributionincidental parameters

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Improved estimation in elliptical linear mixed measurement error models, The bivariate sinh-elliptical distribution with applications to Birnbaum-Saunders distribution and associated regression and measurement error models, Robust inference in a linear functional model with replications using the \(t\) distribution, Maximum Lq-likelihood Estimation in Functional Measurement Error Models, Robust estimation in functional comparative calibration models via maximum \(\mathrm{L}q\)-likelihood, Robust errors-in-variables linear regression via Laplace distribution, Comparing consistent estimators in comparative calibration models, Inference in a linear functional relationship with replications, Robust linear functional mixed models, Measurement error models with nonconstant covariance matrices, Estimation and Testing in Elliptical Functional Measurement Error Models, Robust inference in an heteroscedastic measurement error model

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