In this paper the problem of estimation of location and scatter of multivariate nonnormal distributions is considered. Estimators are derived under a maximum likelihood setup by expressing the non-linear likelihood equations ...

This paper investigates the short-run and long-run impact of exchange rate on the trade balance of Turkish Agriculture with EU (15) countries. The bounds testing approach to the cointegration and the error correction ...

This paper investigates the short-run and long-run impact of exchange rate and customs union on the trade balance at commodity-group level of Turkey with EU (15). Bounds testing approach is employed where a new strategy ...

We give a novel estimator of Mahalanobis distance D2 between two non-normal populations. We show that it is enormously more efficient and robust than the traditional estimator based on least squares estimators. We give a ...

We consider multiple linear regression models under nonnormality. We derive modified maximum likelihood estimators (MMLEs) of the parameters and show that they are efficient and robust. We show that the least squares ...

In a linear regression model of the type y = thetaX + e, it is often assumed that the random error e is normally distributed. In numerous situations, e.g., when y measures life times or reaction times, e typically has a ...

In a linear regression model of the typey¼ Xþe, it is oftenassumed that the random erroreis normally distributed. Innumerous situations, e.g., whenymeasures life times or reac-tion times,etypically has a skew distribution. ...

In regression models, the design variable has primarily been treated as a nonstochastic variable. In numerous situations, however, the design variable is stochastic. The estimation and hypothesis testing problems in such ...