Linear regression with mis-specified error distribution

DOI10.17654/AS054020237MaRDI QIDQ5237635zbMATH OpenFDO

Authors Na Li, Jan Vrbik, Xiaojian Xu

Publication date 18 October 2019

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

Full work available at URL https://doi.org/10.17654/AS054020237

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)

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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)

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

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