Estimation and testing procedures for non-normal samples: an introduction and a bibliography
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Publication:3473073
Cites work
- A note on the Edgeworth expansion for the Kendall rank correlation coefficient
- An Investigation of the Robustness of the Tobit Estimator to Non-Normality
- Asymptotically robust tests in unbalanced variance component models
- Differential geometry of Edgeworth expansions in curved exponential family
- Distribution of the Means Divided By the Standard Deviations of Samples From Non-Homogeneous Populations
- Edgeworth corrected pivotal statistics and the bootstrap
- Note on the Distributions of the Standard Deviations and Second Moments of Samples From a Gram-Charlier Population
- On some robust properties of estimates of regression based on rank tests
- Prediction in regression with autocorrelated normal and non-normal errors
- Robustness to Non-Normality of Tests for Sensitivity in Similar Experiments
- Small Sample Power of the One Sample Wilcoxon Test for Non-Normal Shift Alternatives
- The Relation Between the Means and Variances, Means Squared and Variances in Samples from Combinations of Normal Populations
- The estimation of residual variance in quadratically balanced least-squares problems and the robustness of the F-test
- The robustness of the covariance analysis of a one-way classification
- Tobit models: A survey
- Transformation of Non-Normal Frequency Distributions Into Normal Distributions
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