LINEAR REGRESSION WITH NON-NORMAL ERRORS

DOI10.17654/AS053020153MaRDI QIDQ5229440zbMATH OpenFDO

Authors Na Li, Jan Vrbik

Publication date 15 August 2019

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

Full work available at URL https://doi.org/10.17654/AS053020153

zbMATH Keywords

asymptotic distributionCauchyEdgeworth expansionFisher information matrixGumbel distributionslinear regressionlogisticMLEnon-normal errors

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic expansion of sampling distribution of an MLE to \(\frac{1}{n}\) accuracy
• scientific article; zbMATH DE number 46578 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)

Cited in

(7)

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

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