A family of estimators for multivariate kurtosis in a nonnormal linear regression model

DOI10.1016/j.jmva.2005.05.015zbMath1102.62061OpenAlexW1979283982MaRDI QIDQ860331

Hirokazu Yanagihara

Publication date: 9 January 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.05.015

zbMATH Keywords

bias correctionmultivariate linear modelMahalanobis distancetuning parameternonnormalityStudentized residualsmonotonically increasing functionHotelling's \(T^{2}\) distributionMardia's estimatorpredicted residuals

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (18)

Accurate mean comparisons for paired samples with missing data: An application to a smoking-cessation trial ⋮ Iterative Bias Correction of the Cross-Validation Criterion ⋮ Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition ⋮ A class of cross-validatory model selection criteria ⋮ Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure ⋮ Kurtosis removal for data pre-processing ⋮ On testing homogeneity of variances for nonnormal models using entropy ⋮ Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case ⋮ Asymptotic expansion for the null distribution of the \(F\)-statistic in one-way ANOVA under non-normality ⋮ Multiple comparisons of several heteroscedastic multivariate populations ⋮ Second-order bias-corrected AIC in multivariate normal linear models under non-normality ⋮ Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification ⋮ Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case ⋮ Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses ⋮ Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions ⋮ Some remarks on Koziol's kurtosis ⋮ Asymptotics for tests on mean profiles, additional information and dimensionality under non-normality ⋮ Modelling air pollution data by the skew-normal distribution

Uses Software

• bootstrap

Cites Work

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