On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions

DOI10.1080/03610929908832410zbMath1055.62519OpenAlexW2083575251MaRDI QIDQ4269486

Jeanne Kowalski, José R. Mendoza-Blanco, Leon Jay Gleser, Xinming Tu

Publication date: 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832410

zbMATH Keywords

maximum likelihoodBayesian inferenceGMANOVAmultivariate normal distributionrobust inferencegrowth curves models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (14)

One-Sided Tests in Linear Models with Multivariatet-Distribution ⋮ Constrained test in linear models with multivariate power exponential distribution ⋮ Using mixtures in seemingly unrelated linear regression models with non-normal errors ⋮ Unnamed Item ⋮ A \(q\)-exponential regression model ⋮ On elliptical multilevel models ⋮ Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution ⋮ Multivariate elliptical models with general parameterization ⋮ A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model ⋮ Assessment of variance components in elliptical linear mixed models ⋮ Assessment of local influence in elliptical linear models with longitudinal structure ⋮ On distance-type Gaussian estimation ⋮ Robust Bayesian inference for seemingly unrelated regressions with elliptical errors ⋮ On influence diagnostic in univariate elliptical linear regression models

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• Some Finite Sample Properties of Spectral Estimators of a Linear Regression
• On the rate of convergence of the ECME algorithm for multiple regression models with t-distributed errors
• On a gmanova model likelihood ratio test criterion
• A generalized multivariate analysis of variance model useful especially for growth curve problems

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