Inference in multivariate linear regression models with elliptically distributed errors

DOI10.1080/02664763.2014.890177MaRDI QIDQ5128678zbMATH OpenOpenAlexFDO

Authors

Publication date 28 October 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2014.890177

zbMATH Keywords

multivariate \(t\)-distributionmultivariate distributionsrobust estimatesmaximum likelihood estimatesleast-squares estimatesmodified maximum likelihood estimates

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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• Estimation in bivariate nonnormal distributions with stochastic variance functions
• Modified maximum likelihood method for the robust estimation of system parameters from very noisy data
• Multiple Linear Regression Model Under Nonnormality
• NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS
• On estimating the scale parameter of the Rayleigh distribution from doubly censored samples
• On the tiku-suresh method of estimation
• Regression Analysis with a Stochastic Design Variable
• THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES
• The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data

Cited in

(17)

• scientific article; zbMATH DE number 5563734 (Why is no real title available?)
• scientific article; zbMATH DE number 1979608 (Why is no real title available?)
• Testing multivariate scatter parameter in elliptical model based on forward search method
• Elliptical regression models for multivariate sample-selection bias correction
• Estimation and hypothesis testing in multivariate linear regression models under non normality
• Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors
• Confidence ellipsoids for regression coefficients by observations from a mixture
• scientific article; zbMATH DE number 2075214 (Why is no real title available?)
• Conjugacy properties of multivariate unified skew-elliptical distributions
• Linear regression models with slash-elliptical errors
• scientific article; zbMATH DE number 2172895 (Why is no real title available?)
• Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables
• Estimation and influence diagnostics for the multivariate linear regression models with skew scale mixtures of normal distributions
• scientific article; zbMATH DE number 2010036 (Why is no real title available?)
• Estimation and variable selection for semiparametric additive partial linear models
• Robust modeling using non-elliptically contoured multivariate t distributions
• A multivariate linear regression analysis using finite mixtures of \(t\) distributions

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