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- Title
Ultrastructural elliptical models.
- Authors
Arellano-Valle, R.B.; Bolfarine, H.; Vilca-Labra, F.
- Abstract
The article discusses a study on G. R. Dolby's ultrastructural model without replications within the class of elliptical distributions. It begins with notation and preliminary facts on asymptotic distribution of S in its full generality and investigates the asymptotic distributions of estimators ofβ under elliptical structural models with special attention to functional and ultrastructural models. It suggests that the asymptotic relative efficiencies of a generalized least-squares estimator and a method-of-moments estimator can be close to zero.
- Subjects
ELLIPTIC functions; ASYMPTOTIC distribution; LEAST squares; FUNCTIONAL analysis; DISTRIBUTION (Probability theory)
- Publication
Canadian Journal of Statistics, 1996, Vol 24, Issue 2, p207
- ISSN
0319-5724
- Publication type
Article
- DOI
10.2307/3315626