NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS

DOI10.1081/STA-100104348zbMath1054.62077OpenAlexW2038646895MaRDI QIDQ4540641

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Publication date: 28 July 2002

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

Full work available at URL: https://doi.org/10.1081/sta-100104348

zbMATH Keywords

Symmetric distributions, Modified likelihood, Regression, Robustness, Kurtosis, Hypothesis testing, Inliers, Outliers, Nonnormality

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

• Modified maximum likelihood method for the robust estimation of system parameters from very noisy data
• Robustness of MML estimators based on censored samples and robust test statistics
• A new method of estimation for location and scale parameters
• Time Series Models in Non-Normal Situations: Symmetric Innovations
• On the tiku-suresh method of estimation
• Robust multiple comparisons
• A new statistic for testing suspected outliers
• Comment on “a new statistic for testing suspected outliers”
• Time series models with asymmetric innovations
• The exact values of the expected values, variances and covariances of the order statistics from the cauchy distribution
• Some Properties of the Range in Samples from Tukey's Symmetric Lambda Distributions
• On the Distribution of the Expected Values of the Order Statistics
• Estimation and hypothesis testing for a nonnormal bivariate distribution with applications

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