LINEAR REGRESSION WITH NON-NORMAL ERRORS

DOI10.17654/AS053020153zbMATH Open1423.62066MaRDI QIDQ5229440FDOQ5229440

Authors: Na Li, Jan Vrbik 

Publication date: 15 August 2019

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Recommendations

• Linear regression with mis-specified error distribution
• Linear and nonlinear regression with stable errors
• Multiple Linear Regression Model Under Nonnormality
• A nonlinear regression model with skew-normal errors
• Nonparametric regression with errors in variables
• Errors in regression lines
• Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances

zbMATH Keywords

asymptotic distributionEdgeworth expansionlinear regressionFisher information matrixMLECauchylogisticnon-normal errorsGumbel distributions

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic expansion of sampling distribution of an MLE to \(\frac{1}{n}\) accuracy

Cited In (7)

• Linear Regression When the Standard Deviations of Arrays are Not All Equal
• Simulation of errors in linear regression: an approach based on fixed percentage area
• Linear regression with mis-specified error distribution
• Abnormal behavior of the least squares estimate of multiple regression
• Mis-Specification Analysis Between Normal and Extreme Value Distributions for a Linear Regression Model
• Errors in regression lines
• Linear and nonlinear regression with stable errors

This page was built for publication: LINEAR REGRESSION WITH NON-NORMAL ERRORS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5229440)