Multiple Linear Regression Model Under Nonnormality

DOI10.1081/STA-200031519zbMATH Open1217.62096MaRDI QIDQ3155409FDOQ3155409

Authors:

Publication date: 14 January 2005

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

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Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Robust Statistics
• Modified maximum likelihood method for the robust estimation of system parameters from very noisy data
• Robustness of MML estimators based on censored samples and robust test statistics
• A new method of estimation for location and scale parameters
• On the tiku-suresh method of estimation
• The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data
• Robust multiple comparisons
• ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS
• THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES
• Estimation and hypothesis testing for a nonnormal bivariate distribution with applications
• A Robust Method for Multiple Linear Regression
• Robust diagnostic regression analysis
• Title not available (Why is that?)
• NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS
• Some Properties of the Range in Samples from Tukey's Symmetric Lambda Distributions
• NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS
• Means, variances and covariances of order statistics blue's for the type i generalized logistic
• Time series models in non-normal situation: symmetric innovations
• On estimating the scale parameter of the Rayleigh distribution from doubly censored samples
• Title not available (Why is that?)

Cited In (30)

• Linear regression model with new symmetric distributed errors
• Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data
• Estimation and hypothesis testing in BIB design and robustness
• 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
• Intercept-only model under non-normality
• 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
• One-stepM-estimators: Jones and Faddy's skewedt-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
• A note on the paper by Ahmed Hossain and Andrew R. Willan
• Multivariate linear regression with non-normal errors: a solution based on mixture models
• 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
• Estimation of the location and the scale parameters of Burr Type XII distribution
• Multiple linear regression model with stochastic design variables
• LINEAR REGRESSION WITH NON-NORMAL ERRORS
• Estimation in multivariate nonnormal distributions with stochastic variance function
• Modeling binary responses with stochastic covariates
• Inference in multivariate linear regression models with elliptically distributed errors

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