A family of estimators for multivariate kurtosis in a nonnormal linear regression model

DOI10.1016/J.JMVA.2005.05.015zbMATH Open1102.62061OpenAlexW1979283982MaRDI QIDQ860331FDOQ860331

Authors: Hirokazu Yanagihara 

Publication date: 9 January 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.05.015

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• scientific article; zbMATH DE number 2104215

zbMATH Keywords

Mahalanobis distancebias correctionnonnormalitymultivariate linear modeltuning parameterStudentized residualsmonotonically increasing functionHotelling's \(T^{2}\) distributionMardia's estimatorpredicted residuals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

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• Title not available (Why is that?)
• Estimation of Moment Parameter in Elliptical Distributions
• Measures of multivariate skewness and kurtosis with applications
• A treatment of multivariate skewness, kurtosis, and related statistics.
• On Mardia’s kurtosis test for multivariate normality
• The asymptotic behavior of a variant of multivariate kurtosis
• Robust statistics for test-of-independence and related structural models
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Title not available (Why is that?)
• Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
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• Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
• Transformations with improved chi-squared approximations
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
• Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality
• NON-NORMALITY AND TESTS ON VARIANCES
• Title not available (Why is that?)
• Robustness and efficiency properties of scatter matrices
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• Asymptotic expansions of the null distributions of three test statistics in a nonnormal GMANOVA model
• Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model
• ASYMPTOTIC APPROXIMATIONS OF THE NULL DISTRIBUTION OF THE ONE-WAY ANOVA TEST STATISTIC UNDER NONNORMALITY
• Asymptotic expansion of the null distribution of one-way anova test statistic for heteroscedastic case under nonnormal1ty
• On a measure of multivariate skewness and a test for multivariate normality
• Multilinear estimation of skewness and kurtosis in linear models
• Regression Residuals, Moments, and Their Use in Tests for Normality

Cited In (19)

• Modelling air pollution data by the skew-normal distribution
• Some remarks on Koziol's kurtosis
• Iterative bias correction of the cross-validation criterion
• Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
• Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
• Improving the performance of kurtosis estimator
• Second-order bias-corrected AIC in multivariate normal linear models under non-normality
• Accurate mean comparisons for paired samples with missing data: an application to a smoking-cessation trial
• Asymptotics for tests on mean profiles, additional information and dimensionality under non-normality
• Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses
• Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure
• Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
• On testing homogeneity of variances for nonnormal models using entropy
• Asymptotic expansion for the null distribution of the \(F\)-statistic in one-way ANOVA under non-normality
• Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case
• A class of cross-validatory model selection criteria
• Kurtosis removal for data pre-processing
• Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
• Multiple comparisons of several heteroscedastic multivariate populations

Uses Software

• bootstrap

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