Stochastic analysis of covariance when the error distribution is long-tailed symmetric

DOI10.1080/02664763.2015.1125866MaRDI QIDQ5138137zbMATH OpenOpenAlexFDO

Authors Pelin Kasap, B. Şenoğlu, Olcay Arslan

Publication date 3 December 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2015.1125866

zbMATH Keywords

ANCOVAiteratively reweighting algorithmlong-tailed symmetricrobustnessstochastic covariate

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Estimating parameters in one-way analysis of covariance model with short-tailed symmetric error distributions
• Covariances estimation for long-memory processes
• Asymptotic covariance estimation by Gaussian random perturbation
• Asymptotics of the sample mean and sample covariance of long-range-dependent series
• Stabilizing the asymptotic covariance of an estimate
• scientific article; zbMATH DE number 4182499
• scientific article; zbMATH DE number 4082718
• Covariance estimation for distributions with \({2+\varepsilon}\) moments
• Rigorous stochastic bounds for the error in large covariance matrices

Cites work

• ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS
• Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter
• Dynamic system identification. Experiment design and data analysis
• Estimating parameters in autoregressive models in non-normal situations: symmetric innovations
• Estimation and hypothesis testing for a new family of bivariate nonnormal distributions
• Estimation and hypothesis testing for a nonnormal bivariate distribution with applications
• Estimation in bivariate nonnormal distributions with stochastic variance functions
• scientific article; zbMATH DE number 3962953 (Why is no real title available?)
• scientific article; zbMATH DE number 50707 (Why is no real title available?)
• scientific article; zbMATH DE number 1907200 (Why is no real title available?)
• scientific article; zbMATH DE number 7679511 (Why is no real title available?)
• scientific article; zbMATH DE number 7679521 (Why is no real title available?)
• Modified maximum likelihood estimators for the bivariate normal based on type ii censored samples
• Multiple Linear Regression Model Under Nonnormality
• NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS
• Regression Analysis with a Stochastic Design Variable
• Robust 2^kfactorial design with Weibull error distributions
• Robust Analysis of Covariance
• Robust Estimation and Hypothesis Testing of Linear Contrasts in Analysis of Covariance with Stochastic Covariates
• The asymptotic properties of ML estimators when sampling from associated populations
• Weibull distributions when the shape parameter is defined.

Cited in

(3)

• Robust Estimation and Hypothesis Testing of Linear Contrasts in Analysis of Covariance with Stochastic Covariates
• Robust factorial ANCOVA with LTS error distributions
• Estimating parameters in one-way analysis of covariance model with short-tailed symmetric error distributions

This page was built for publication: Stochastic analysis of covariance when the error distribution is long-tailed symmetric

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5138137)