Linear regression with mis-specified error distribution

DOI10.17654/AS054020237MaRDI QIDQ5237635zbMATHFDO

Authors Na Li, Jan Vrbik, Xiaojian Xu

Publication date 18 October 2019

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

zbMATH Keywords

confidence intervalsefficiencyrobustnessFisher informationasymptotic sampling distributions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• LINEAR REGRESSION WITH NON-NORMAL ERRORS
• scientific article; zbMATH DE number 4032843
• Mis-Specification Analysis Between Normal and Extreme Value Distributions for a Linear Regression Model
• NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS
• Multiple Linear Regression Model Under Nonnormality

Cites work

• scientific article; zbMATH DE number 3266215 (Why is no real title available?)
• scientific article; zbMATH DE number 3320125 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• A practical method of robust estimation in case of asymmetry
• Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers
• LINEAR REGRESSION WITH NON-NORMAL ERRORS
• Maximum Likelihood Estimation of Misspecified Models
• Relative Efficiencies of `O-Blue' Estimators in Simple Linear Regression
• Robust Estimates of Location: Symmetry and Asymmetric Contamination
• Robust Estimation of a Location Parameter
• Robust estimation for linear regression with asymmetric errors
• The Return Period of Flood Flows
• The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data

Cited in

(9)

• Mis-Specification Analysis Between Normal and Extreme Value Distributions for a Linear Regression Model
• Errors in regression lines
• scientific article; zbMATH DE number 4113780 (Why is no real title available?)
• scientific article; zbMATH DE number 4032843 (Why is no real title available?)
• Linear Regression When the Standard Deviations of Arrays are Not All Equal
• Linear regression model with new symmetric distributed errors
• Estimation of central shapes of error distributions in linear regression problems
• LINEAR REGRESSION WITH NON-NORMAL ERRORS
• Multiple linear regressions by maximizing the likelihood under assumption of generalized Gauss-Laplace distribution of the error

This page was built for publication: Linear regression with mis-specified error distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5237635)