Properties of modelling the error distribution with an extra shape parameter

DOI10.1016/0167-9473(92)90152-6zbMath0742.62070OpenAlexW2052180676MaRDI QIDQ1186056

Jeremy M. G. Taylor

Publication date: 28 June 1992

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

Full work available at URL: http://www.escholarship.org/uc/item/5vv6q3sk

zbMATH Keywords

power-exponential distributionadaptive robust techniquesadaptive stage of fitting an error distributionvariance ratio for finite samples

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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