Adjusted Likelihood Inference in an Elliptical Multivariate Errors-in-Variables Model
Adjusted Likelihood Inference in an Elliptical Multivariate Errors-in-Variables Model
In this paper, we obtain an adjusted version of the likelihood ratio (LR) test for errors-in-variables multivariate linear regression models. The error terms are allowed to follow a multivariate distribution in the class of the elliptical distributions, which has the multivariate normal distribution as a special case. We derive a …