Properties of modelling the error distribution with an extra shape parameter

DOI10.1016/0167-9473(92)90152-6MaRDI QIDQ1186056zbMATH OpenOpenAlexFDO

Authors Jeremy M. G. Taylor

Publication date 28 June 1992

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL http://www.escholarship.org/uc/item/5vv6q3sk

zbMATH Keywords

power-exponential distributionadaptive robust techniquesadaptive stage of fitting an error distributionvariance ratio for finite samples

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• scientific article; zbMATH DE number 4100411 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• scientific article; zbMATH DE number 3037359 (Why is no real title available?)
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
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• An Analysis of Transformations Revisited, Rebutted
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Necessary Analysis and Adaptive Inference
• On Adaptive M-Regression
• On prediction and the power transformation family
• On the Selection of the underlying Distribution and Adaptive Estimation
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• Robust Statistics
• Selection of Trimming Proportions for Robust Adaptive Trimmed Means
• The Analysis of Transformed Data

Cited in

(6)

• Assessment of diagnostic procedures in symmetrical nonlinear regression models
• Elliptical structural models
• On influence diagnostic in univariate elliptical linear regression models
• Acknowledgement of Priority: the Generalized Normal Distribution
• Scaled von Mises-Fisher distributions and regression models for paleomagnetic directional data
• Robustness of the student t based M-estimator

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