On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions

DOI10.1080/03610929908832410zbMATH Open1055.62519OpenAlexW2083575251MaRDI QIDQ4269486FDOQ4269486

Authors: Jeanne Kowalski, José R. Mendoza-Blanco, Xin M. Tu, Leon Jay Gleser 

Publication date: 1999

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

Full work available at URL: https://doi.org/10.1080/03610929908832410

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zbMATH Keywords

multivariate normal distributionBayesian inferencemaximum likelihoodrobust inferenceGMANOVAgrowth curves models

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Robust m-estimators of multivariate location and scatter
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• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• An extension of the growth curve model
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• A note on a Manova model applied to problems in growth curve
• The growth curve model: a review
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• Estimation of seemingly unrelated regression equations
• Studentization and prediction problems in multivariate multiple regression
• Some Finite Sample Properties of Spectral Estimators of a Linear Regression
• On the rate of convergence of the ECME algorithm for multiple regression models with t-distributed errors
• On a gmanova model likelihood ratio test criterion

Cited In (15)

• Assessment of local influence in elliptical linear models with longitudinal structure
• Multivariate elliptical models with general parameterization
• One-Sided Tests in Linear Models with Multivariatet-Distribution
• Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
• On influence diagnostic in univariate elliptical linear regression models
• Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution
• Assessment of variance components in elliptical linear mixed models
• Constrained test in linear models with multivariate power exponential distribution
• Envelopes for elliptical multivariate linear regression
• Using mixtures in seemingly unrelated linear regression models with non-normal errors
• On elliptical multilevel models
• A \(q\)-exponential regression model
• On distance-type Gaussian estimation
• A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
• An application of Bayesian seemingly unrelated regression models with flexible tails

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