Elliptical structural models

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dc.contributor.authorArellanoValle, RB
dc.contributor.authorBolfarine, H
dc.date.accessioned2024-01-10T13:12:41Z
dc.date.available2024-01-10T13:12:41Z
dc.date.issued1996
dc.description.abstractIn 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.
dc.fechaingreso.objetodigital2024-05-08
dc.format.extent23 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1080/03610929608831841
dc.identifier.issn0361-0926
dc.identifier.urihttps://doi.org/10.1080/03610929608831841
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/78218
dc.identifier.wosidWOS:A1996VG94400010
dc.information.autorucMatemática;Arellano R;S/I;58107
dc.issue.numero10
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final2341
dc.pagina.inicio2319
dc.publisherMARCEL DEKKER INC
dc.revistaCOMMUNICATIONS IN STATISTICS-THEORY AND METHODS
dc.rightsacceso restringido
dc.subjectBartlett corrections
dc.subjectdependent and independent structural elliptical models
dc.subjectinformation matrix
dc.subjectmaximum likelihood estimators
dc.subjectorthogonal parameters
dc.subjectlikelihood ratio test
dc.subjectREGRESSION-MODEL
dc.subjectERROR
dc.subjectPARAMETER
dc.subjectINFERENCE
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleElliptical structural models
dc.typeartículo
dc.volumen25
sipa.codpersvinculados58107
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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