Measurement error models with nonconstant covariance matrices

Journal of Multivariate Analysis

Volumn 82, Issue 2, 2002, Pages 395-415

  Arellano Valle, Reinaldo B ^a   Bolfarine, Heleno ^b   Gasco, Loreta ^b  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

^b UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

Asymptotic distribution; Elliptical distribution; Multiplicative measurement error model; Sample mean vector and sample covariance matrix

Indexed keywords

EID: 0036050617     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2001.2024     Document Type: Article

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