Estimation and Testing in Elliptical Functional Measurement Error Models

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dc.contributor.authorGalea, Manuel
dc.contributor.authorGimenez, Patricia
dc.date.accessioned2024-01-10T12:05:17Z
dc.date.available2024-01-10T12:05:17Z
dc.date.issued2010
dc.description.abstractThe purpose of this article is to investigate estimation and hypothesis testing by maximum likelihood and method of moments in functional models within the class of elliptical symmetric distributions. The main results encompass consistency and asymptotic normality of the method of moments estimators. Also, the asymptotic covariance matrix of the maximum likelihood estimator is derived, extending some existing results in elliptical distributions. A measure of asymptotic relative efficiency is reported. Wald-type statistics are considered and numerical results obtained by Monte Carlo simulation to investigate the performance of estimators and tests are provided for Student-t and contaminated normal distributions. An application to a real dataset is also included.
dc.description.funderFondecyt
dc.description.funderLaboratorio de Analisis Estocastico, Chile
dc.fechaingreso.objetodigital2024-05-08
dc.format.extent15 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1080/03610920902969034
dc.identifier.issn0361-0926
dc.identifier.urihttps://doi.org/10.1080/03610920902969034
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/75980
dc.identifier.wosidWOS:000278138600012
dc.information.autorucMatemática;Galea M;S/I;1008589
dc.issue.numero11
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final2045
dc.pagina.inicio2031
dc.publisherTAYLOR & FRANCIS INC
dc.revistaCOMMUNICATIONS IN STATISTICS-THEORY AND METHODS
dc.rightsacceso restringido
dc.subjectAsymptotic relative efficiency
dc.subjectComparative calibration
dc.subjectElliptical distributions
dc.subjectMaximum likelihood estimators
dc.subjectMoment estimators
dc.subjectWald statistics
dc.subjectCOMPARATIVE CALIBRATION MODELS
dc.subjectEM ALGORITHM
dc.subjectDISTRIBUTIONS
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleEstimation and Testing in Elliptical Functional Measurement Error Models
dc.typeartículo
dc.volumen39
sipa.codpersvinculados1008589
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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