Browsing by Author "ArellanoValle, RB"

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    Elliptical structural models
    (MARCEL DEKKER INC, 1996) ArellanoValle, RB; Bolfarine, H
    In this paper we consider structural measurement error models within the elliptical family of distributions. We consider dependent and independent elliptical models, each of which requires special treatment methodology. We discuss in each case estimation and hypothesis testing using maximum likelihood theory. As shown, most of the developments obtained under normal theory carries through to the dependent case. In the independent case, emphasis is placed on the t-distribution, an important member of the elliptical family. Correcting likelihood ratio statistics in both cases is also of major interest.
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    Ultrastructural elliptical models
    (CANADIAN JOURNAL STATISTICS, 1996) ArellanoValle, RB; Bolfarine, H; VilcaLabra, F
    Dolby's (1976) ultrastructural model with no replications is investigated within the class of the elliptical distributions. General asymptotic results are given for the sample covariance matrix S in the presence of incidental parameters. These results are used to study the asymptotic behaviour of some estimators of the slope parameter, unifying and extending existing results in the literature. In particular, under some regularity conditions they are shown to be consistent and asymptotically normal. For the special case of the structural model, some asymptotic relative efficiencies are also reported which show that generalized least squares and the method of moment estimators can be highly inefficient under nonnormality.