On elliptical multilevel models

DOI10.1080/02664763.2015.1134445OpenAlexW2338445273MaRDI QIDQ5138150

Francisco José A. Cysneiros, Roberto F. Manghi, Gilberto A. Paula

Publication date: 3 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2015.1134445

zbMATH Keywords

elliptical modelsrobust estimationcorrelated datamultilevel modelsmultivariate Student-\(t\) distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Related Items (4)

Analysis of correlated Birnbaum-Saunders data based on estimating equations ⋮ Diagnostics in multivariate generalized Birnbaum-Saunders regression models ⋮ Comparison and robustness of the REML, ML, MIVQUE estimators for multi-level random mediation model ⋮ Variable selection in elliptical linear mixed model

Uses Software

• S-PLUS
• MEMSS
• WWGbook

Cites Work

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• On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions
• A multivariate generalization of the power exponential family of distributions
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• A Score Test Against One-Sided Alternatives
• Assessment of variance components in elliptical linear mixed models
• Influence diagnostics for elliptical semiparametric mixed models
• Rank-Based Estimation and Associated Inferences for Linear Models With Cluster Correlated Errors

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