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)

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)

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

Cites work

• 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?)
• Asymptotic expansion of sampling distribution of an MLE to \(\frac{1}{n}\) accuracy

Cited in

(7)

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

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)