Regression model with elliptically contoured errors
نویسندگان
چکیده
منابع مشابه
Estimation in multiple regression model with elliptically contoured errors under MLINEX loss
This paper considers estimation of the regression vector of the multiple regression model with elliptically symmetric contoured errors. The generalized least square (GLS), restricted GLS and preliminary test (PT) estimators for regression parameter vector are obtained. The performances of the estimators are studied under multiparameter linear exponential loss function (MLINEX), and the dominanc...
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The majority of the existing literature on modelbased clustering deals with symmetric components. In some cases, especially when dealing with skewed subpopulations, the estimate of the number of groups can be misleading; if symmetric components are assumed we need more than one component to describe an asymmetric group. Existing mixture models, based on multivariate normal distributions and mul...
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The theory of elliptically contoured distributions is presented in an unrestricted setting (without reference to moment restrictions or assumptions of absolute continuity). These distributions are defined parametrically through their characteristic functions, and then studied primarily through the use of stochastic representations which naturally follow from the seminal work of Schoenberg on sp...
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ژورنال
عنوان ژورنال: Statistics
سال: 2013
ISSN: 0233-1888,1029-4910
DOI: 10.1080/02331888.2012.694442