Power analysis for linear models with spherical errors

DOI10.1016/S0378-3758(02)00276-8MaRDI QIDQ1866229zbMATH OpenOpenAlexFDO

Authors Weijing Wang, Martin T. Wells

Publication date 3 April 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(02)00276-8

zbMATH Keywords

dispersionelliptically and spherically symmetric distributionskurtosislinear modelspowertail behavior

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

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Cites work

• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• scientific article; zbMATH DE number 4056661 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• scientific article; zbMATH DE number 3223275 (Why is no real title available?)
• Linear models. Least squares and alternatives
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• Measures of multivariate skewness and kurtosis with applications
• Non-central Cochran's theorem for elliptically contoured distributions
• On the Robustness of LM, LR, and W Tests in Regression Models
• The limiting distributions of some subclasses of the generalized non-central t-distribution

Cited in

(2)

• Geometric aspects of robust testing for normality and sphericity
• Relative linear power contribution with estimation statistics

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