t-distribution modeling using the available statistical software

DOI10.1016/S0167-9473(96)00091-6MaRDI QIDQ1391251zbMATH OpenFDO

Authors M. Jamshidian

Publication date 22 July 1998

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Linear regressionNonlinear regressionRobust estimationBMDP-LENormal/independent distributionSAS-NLIN

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to statistics (62-04)

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Cites work

• scientific article; zbMATH DE number 3912096 (Why is no real title available?)
• scientific article; zbMATH DE number 3682868 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 788228 (Why is no real title available?)
• scientific article; zbMATH DE number 796701 (Why is no real title available?)
• scientific article; zbMATH DE number 3221750 (Why is no real title available?)
• scientific article; zbMATH DE number 3254517 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• A Bayesian Approach to Nonlinear Calibration Problems
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information

Cited in

(4)

• A Note on parameter and standard error estimation in adaptive robust regression
• Improved estimation for robust econometric regression models
• A family of adaptive robust estimates based on the symmetrical generalized logistic distribution
• Applied regression analysis bibliography update 1994-97

Describes a project that uses

Uses Software

• BMDP
• SAS

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