IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v65y1998i1p36-57.html
   My bibliography  Save this article

Elliptical Functional Models

Author

Listed:
  • Vilca-Labra, F.
  • Arellano-Valle, R. B.
  • Bolfarine, H.

Abstract

In 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 are reported which show that the generalized least squares estimator can be highly inefficient when compared with the maximum likelihood estimator under nonnormality.

Suggested Citation

  • Vilca-Labra, F. & Arellano-Valle, R. B. & Bolfarine, H., 1998. "Elliptical Functional Models," Journal of Multivariate Analysis, Elsevier, vol. 65(1), pages 36-57, April.
    • Handle: RePEc:eee:jmvana:v:65:y:1998:i:1:p:36-57
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(97)91726-7
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Lieftinck-Koeijers, C. A. J., 1988. "Multivariate calibration: A generalization of the classical estimator," Journal of Multivariate Analysis, Elsevier, vol. 25(1), pages 31-44, April.
    2. Kubokawa, T. & Robert, C. P., 1994. "New Perspectives on Linear Calibration," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 178-200, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Riquelme, Marco & Bolfarine, Heleno & Galea, Manuel, 2015. "Robust linear functional mixed models," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 82-98.
    2. Galea, Manuel & de Castro, Mário, 2017. "Robust inference in a linear functional model with replications using the t distribution," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 134-145.
    3. Arellano-Valle, Reinaldo B. & Bolfarine, Heleno & Gasco, Loreta, 2002. "Measurement Error Models with Nonconstant Covariance Matrices," Journal of Multivariate Analysis, Elsevier, vol. 82(2), pages 395-415, August.
    4. Shi, Jianhong & Chen, Kun & Song, Weixing, 2014. "Robust errors-in-variables linear regression via Laplace distribution," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 113-120.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Krishnamoorthy, K. & Johnson, Darren J., 1997. "Combining Independent Information in a Multivariate Calibration Problem," Journal of Multivariate Analysis, Elsevier, vol. 61(2), pages 171-186, May.
    2. Brunero Liseo, 2003. "Bayesian and conditional frequentist analyses of the Fieller’s problem. A critical review," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 133-150.
    3. Daniel Eno & Keying Ye, 2000. "Bayesian reference prior analysis for polynomial calibration models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(1), pages 191-208, June.
    4. Yin, Ming, 2000. "Noninformative Priors for Multivariate Linear Calibration," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 221-240, May.
    5. Liao, Jason J. Z., 2002. "An insight into linear calibration: univariate case," Statistics & Probability Letters, Elsevier, vol. 56(3), pages 271-281, February.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:65:y:1998:i:1:p:36-57. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.