Elliptical functional models

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dc.contributor.authorVilca Labra, F
dc.contributor.authorArellano Valle, RB
dc.contributor.authorBolfarine, H
dc.date.accessioned2024-01-10T12:38:41Z
dc.date.available2024-01-10T12:38:41Z
dc.date.issued1998
dc.description.abstractIn this paper, functional models with not replications are investigated within the class of the elliptical distributions. Emphasis is placed on the special case of the Student-t distribution. Main results encompasses consistency and asymptotic normality of the maximum likelihood estimators. Due to the presence of incidental parameters. standard maximum likelihood methodology cannot be used to obtain the main results, which require extensions of some existing results related to elliptical distributions. Asymptotic relative efficiencies an reported which show that the generalized least squares estimator can be highly inefficient when compared with the maximum likelihood estimator under nonnormality. (C) 1998 Academc Press.
dc.fechaingreso.objetodigital2024-04-18
dc.format.extent22 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1006/jmva.1997.1726
dc.identifier.issn0047-259X
dc.identifier.urihttps://doi.org/10.1006/jmva.1997.1726
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/77083
dc.identifier.wosidWOS:000073229400003
dc.information.autorucMatemática;Arellano R;S/I;58107
dc.issue.numero1
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final57
dc.pagina.inicio36
dc.publisherACADEMIC PRESS INC
dc.revistaJOURNAL OF MULTIVARIATE ANALYSIS
dc.rightsacceso restringido
dc.subjectasymptotic relative efficiency
dc.subjectelliptical distributions
dc.subjectincidental parameters
dc.subjectmaximum likelihood estimators
dc.subjectStudent-t distribution
dc.subjectEM ALGORITHM
dc.subjectCALIBRATION
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleElliptical functional models
dc.typeartículo
dc.volumen65
sipa.codpersvinculados58107
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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