Measurement error models with nonconstant covariance matrices

Simple item page
dc.contributor.authorArellano Valle, RB
dc.contributor.authorBolfarine, H
dc.contributor.authorGasco, L
dc.date.accessioned2024-01-10T12:06:33Z
dc.date.available2024-01-10T12:06:33Z
dc.date.issued2002
dc.description.abstractIn this paper we consider measurement error models when the observed random vectors are independent and have mean vector and covariance matrix changing with each observation. The asymptotic behavior of the sample mean vector and the sample covariance matrix are studied for such models. Using the derived results, we study the case of the elliptical multiplicative error-in-variables models, providing formal justification for the asymptotic distribution of consistent slope parameter estimators. The model considered extends a normal model previously considered in the literature. Asymptotic relative efficiencies comparing several estimators are also reported. (C) 2002 Elsevier Science (USA).
dc.fechaingreso.objetodigital2024-04-18
dc.format.extent21 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1006/jmva.2001.2024
dc.identifier.issn0047-259X
dc.identifier.urihttps://doi.org/10.1006/jmva.2001.2024
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/76176
dc.identifier.wosidWOS:000177349700006
dc.information.autorucMatemática;Arellano R;S/I;58107
dc.issue.numero2
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final415
dc.pagina.inicio395
dc.publisherACADEMIC PRESS INC ELSEVIER SCIENCE
dc.revistaJOURNAL OF MULTIVARIATE ANALYSIS
dc.rightsacceso restringido
dc.subjectasymptotic distribution
dc.subjectsample mean vector and sample covariance matrix
dc.subjectelliptical distribution
dc.subjectmultiplicative measurement error model
dc.subjectIN-VARIABLES MODELS
dc.subjectREGRESSION
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleMeasurement error models with nonconstant covariance matrices
dc.typeartículo
dc.volumen82
sipa.codpersvinculados58107
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
Measurement error models with nonconstant covariance matrices.pdf
Size:
2.41 KB
Format:
Adobe Portable Document Format
Description:
Download
Collections
Artículos de revistas