Multiple linear regression model with stochastic design variables
From MaRDI portal
Recommendations
- Regression Analysis with a Stochastic Design Variable
- Multiple Linear Regression Model Under Nonnormality
- Robust estimation in multiple linear regression model with non-Gaussian noise
- Strong consistency of Bayes estimates in stochastic regression models
- Present Position and Potential Developments: Some Personal Views: Design of Experiments and Regression
Cites work
- A new method of estimation for location and scale parameters
- A note on criterion robustness and inference robustness
- Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions
- Binary Regression with Stochastic Covariates
- Estimation and hypothesis testing for a nonnormal bivariate distribution with applications
- Estimation in bivariate nonnormal distributions with stochastic variance functions
- Goodness-of-Fit Tests for Multivariate Distributions
- scientific article; zbMATH DE number 3841083 (Why is no real title available?)
- scientific article; zbMATH DE number 3962953 (Why is no real title available?)
- scientific article; zbMATH DE number 3984308 (Why is no real title available?)
- scientific article; zbMATH DE number 50707 (Why is no real title available?)
- scientific article; zbMATH DE number 1748552 (Why is no real title available?)
- Logistic and Nonlogistic Density Functions in Binary Regression with Nonstochastic Covariates
- Modified maximum likelihood method for the robust estimation of system parameters from very noisy data
- Multiple Linear Regression Model Under Nonnormality
- NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
- Regression Analysis with a Stochastic Design Variable
- Robust estimation and hypothesis testing under short-tailedness and inliers
- Robust estimation in multiple linear regression model with non-Gaussian noise
- Robust statistics for testing mean vectors of multivariate distributions
- The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data
- THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES
- Time series models in non-normal situation: symmetric innovations
Cited in
(7)- Estimation in multivariate nonnormal distributions with stochastic variance function
- Stochastic regression model with dependent disturbances
- Modeling binary responses with stochastic covariates
- Iterative weighted estimation based on variance modelling in linear regression models
- Linear regression model with new symmetric distributed errors
- Commentary on ``A robust unbiased dual to product estimator for population mean through modified maximum likelihood in simple random sampling
- Regression Analysis with a Stochastic Design Variable
This page was built for publication: Multiple linear regression model with stochastic design variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5123588)