NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS
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Publication:4540641
DOI10.1081/STA-100104348zbMATH Open1054.62077OpenAlexW2038646895MaRDI QIDQ4540641FDOQ4540641
Author name not available (Why is that?)
Publication date: 28 July 2002
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-100104348
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Cites Work
- 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
- Robust multiple comparisons
- Estimation and hypothesis testing for a nonnormal bivariate distribution with applications
- On the Distribution of the Expected Values of the Order Statistics
- Some Properties of the Range in Samples from Tukey's Symmetric Lambda Distributions
- Time series models in non-normal situation: symmetric innovations
- Time series models with asymmetric innovations
- A new statistic for testing suspected outliers
- Comment on “a new statistic for testing suspected outliers”
- The exact values of the expected values, variances and covariances of the order statistics from the cauchy distribution
Cited In (25)
- Linear regression model with new symmetric distributed errors
- Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data
- Analysis of covariance with non-normal errors
- A robust alternative to the ratio estimator under non-normality
- NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS
- Intercept-only model under non-normality
- Estimating parameters in one-way analysis of covariance model with short-tailed symmetric error distributions
- Stochastic analysis of covariance when the error distribution is long-tailed symmetric
- Multiple Linear Regression Model Under Nonnormality
- Robust ratio-type estimators in simple random sampling
- Binary Regression with Stochastic Covariates
- Short-tailed distributions and inliers
- A robust adaptive modified maximum likelihood estimator for the linear regression model
- Autoregressive models with short-tailed symmetric distributions
- Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method
- Estimation and hypothesis testing in the two-stage nested design under nonnormality
- Robust estimation and hypothesis testing under short-tailedness and inliers
- Robust Estimation and Hypothesis Testing of Linear Contrasts in Analysis of Covariance with Stochastic Covariates
- The sinh-arcsinhed logistic family of distributions: properties and inference
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- Time series AR(1) model for short-tailed distributions
- Estimation in multivariate nonnormal distributions with stochastic variance function
- Robust ratio estimators of population mean for skewed and contaminated population
- Inference in multivariate linear regression models with elliptically distributed errors
- Estimation in bivariate nonnormal distributions with stochastic variance functions
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