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Pseudo maximum likelihood estimation in elliptical theory: Effects of misspecification

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  • Berkane, Maia
  • Kano, Yutaka
  • Bentler, Peter M.

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  • Berkane, Maia & Kano, Yutaka & Bentler, Peter M., 1994. "Pseudo maximum likelihood estimation in elliptical theory: Effects of misspecification," Computational Statistics & Data Analysis, Elsevier, vol. 18(2), pages 255-267, September.
    • Handle: RePEc:eee:csdana:v:18:y:1994:i:2:p:255-267
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    Cited by:

    1. Filidor Labra & Reiko Aoki & Heleno Bolfarine, 2005. "Local influence in null intercept measurement error regression under a student_t model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(7), pages 723-740.
    2. Popp, Bastian & Woratschek, Herbert, 2017. "Consumers’ relationships with brands and brand communities – The multifaceted roles of identification and satisfaction," Journal of Retailing and Consumer Services, Elsevier, vol. 35(C), pages 46-56.
    3. Zeller, Camila B. & Labra, Filidor V. & Lachos, Victor H. & Balakrishnan, N., 2010. "Influence analyses of skew-normal/independent linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1266-1280, May.
    4. V. Lachos & T. Angolini & C. Abanto-Valle, 2011. "On estimation and local influence analysis for measurement errors models under heavy-tailed distributions," Statistical Papers, Springer, vol. 52(3), pages 567-590, August.
    5. David Cademartori & Cecilia Romo & Ricardo Campos & Manuel Galea, 2003. "Robust estimation of systematic risk using the t distribution in the chilean stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 10(7), pages 447-453.
    6. Shaobo Jin & Fan Yang-Wallentin, 2017. "Asymptotic Robustness Study of the Polychoric Correlation Estimation," Psychometrika, Springer;The Psychometric Society, vol. 82(1), pages 67-85, March.
    7. Leiva, Victor & Riquelme, Marco & Balakrishnan, N. & Sanhueza, Antonio, 2008. "Lifetime analysis based on the generalized Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 2079-2097, January.
    8. Michelli Barros & Manuel Galea & Víctor Leiva & Manoel Santos-Neto, 2018. "Generalized Tobit models: diagnostics and application in econometrics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(1), pages 145-167, January.
    9. Manuel Galea & Heleno Bolfarine & Filidor Vilcalabra, 2002. "Influence diagnostics for the structural errors-in-variables model under the Student-t distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(8), pages 1191-1204.
    10. Li, Ai-Ping & Xie, Feng-Chang, 2012. "Diagnostics for a class of survival regression models with heavy-tailed errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4204-4214.
    11. Victor Lachos & Vicente Cancho & Reiko Aoki, 2010. "Bayesian analysis of skew-t multivariate null intercept measurement error model," Statistical Papers, Springer, vol. 51(3), pages 531-545, September.

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