Ultrastructural elliptical models

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dc.contributor.authorArellanoValle, RB
dc.contributor.authorBolfarine, H
dc.contributor.authorVilcaLabra, F
dc.date.accessioned2024-01-10T13:09:52Z
dc.date.available2024-01-10T13:09:52Z
dc.date.issued1996
dc.description.abstractDolby'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.
dc.fechaingreso.objetodigital2024-05-22
dc.format.extent10 páginas
dc.fuente.origenWOS
dc.identifier.doi10.2307/3315626
dc.identifier.issn0319-5724
dc.identifier.urihttps://doi.org/10.2307/3315626
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/77690
dc.identifier.wosidWOS:A1996VB87200005
dc.information.autorucMatemática;Arellano R;S/I;58107
dc.issue.numero2
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final216
dc.pagina.inicio207
dc.publisherCANADIAN JOURNAL STATISTICS
dc.revistaCANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
dc.rightsacceso restringido
dc.subjectasymptotic distribution
dc.subjectasymptotic relative efficiency
dc.subjectelliptical distribution
dc.subjectGLS, moment and maximum-likelihood estimators (MLE)
dc.subjectkurtosis parameter
dc.subjectultrastructural, structural and functional model
dc.subjectt-distribution
dc.subjectINFERENCE
dc.subjectERRORS
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleUltrastructural elliptical models
dc.typeartículo
dc.volumen24
sipa.codpersvinculados58107
sipa.indexWOS
sipa.trazabilidadCarga SIPA;09-01-2024
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