Multiple Linear Regression Model Under Nonnormality
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Publication:3155409
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Cites work
- scientific article; zbMATH DE number 432509 (Why is no real title available?)
- scientific article; zbMATH DE number 3969890 (Why is no real title available?)
- A Robust Method for Multiple Linear Regression
- A new method of estimation for location and scale parameters
- ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS
- Estimation and hypothesis testing for a nonnormal bivariate distribution with applications
- Means, variances and covariances of order statistics blue's for the type i generalized logistic
- Modified maximum likelihood method for the robust estimation of system parameters from very noisy data
- NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS
- 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
- Robust Statistics
- Robust diagnostic regression analysis
- Robust multiple comparisons
- Robustness of MML estimators based on censored samples and robust test statistics
- Some Properties of the Range in Samples from Tukey's Symmetric Lambda Distributions
- THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES
- The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data
- Time series models in non-normal situation: symmetric innovations
Cited in
(33)- Inference in multivariate linear regression models with elliptically distributed errors
- Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data
- Linear regression model with new symmetric distributed errors
- Estimation and hypothesis testing in BIB design and robustness
- Estimation and hypothesis testing in multivariate linear regression models under non normality
- Testing hypotheses in nonlinear regression for nonnormal distributions
- Creation of new univariate distributions: a novel reduction method from a bivariate distribution family
- Analysis of covariance with non-normal errors
- The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters
- Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
- More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
- Intercept-only model under non-normality
- Linear regression with mis-specified error distribution
- Robust estimation in multiple linear regression model with non-Gaussian noise
- Abnormal behavior of the least squares estimate of multiple regression
- Stochastic analysis of covariance when the error distribution is long-tailed symmetric
- Parameter estimation in geometric process with Weibull distribution
- Robust ratio-type estimators in simple random sampling
- Binary Regression with Stochastic Covariates
- A robust adaptive modified maximum likelihood estimator for the linear regression model
- Letter to the Editor: Modified Maximum Likelihood Estimators for Autoregressive Models
- Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method
- Multivariate linear regression with non-normal errors: a solution based on mixture models
- A note on the paper by Ahmed Hossain and Andrew R. Willan
- Estimation and hypothesis testing in the two-stage nested design under nonnormality
- MMLEs are as good as M-estimators or better
- Mahalanobis distance under non-normality
- One-step \(M\)-estimators: Jones and Faddy's skewed \(t\)-distribution
- Estimation of the location and the scale parameters of Burr Type XII distribution
- Estimation in multivariate nonnormal distributions with stochastic variance function
- Multiple linear regression model with stochastic design variables
- LINEAR REGRESSION WITH NON-NORMAL ERRORS
- Modeling binary responses with stochastic covariates
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