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Nonnormal regression. II. Symmetric distributions

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dc.contributor.author Tiku, M. L.
dc.contributor.author Islam, M. Qamarul
dc.contributor.author Selçuk, A. S.
dc.date.accessioned 2020-04-02T19:50:00Z
dc.date.available 2020-04-02T19:50:00Z
dc.date.issued 2001
dc.identifier.citation Tiku, ML; Islam, MQ; Selcuk, AS, "Nonnormal regression. II. Symmetric distributions", Communications in Statistics-Theory and Methods, Vol. 30, No. 6, pp. 1021-1045, (2001). tr_TR
dc.identifier.issn 0361-0926
dc.identifier.uri http://hdl.handle.net/20.500.12416/2856
dc.description.abstract Salient features of a family of short-tailed symmetric distributions, introduced recently by Tiku and Vaughan [1], are enunciated. Assuming the error distribution to be one of this family, the methodology of modified likelihood is used to derive MML estimators of parameters in a linear regression model. The estimators are shown to be efficient, and robust to inliers. This paper is essentially the first to achieve robustness to infers. The methodology is extended to long-tailed symmetric distributions and the resulting estimators are shown to be efficient, and robust to outliers. This paper should be read in conjunction with Islam et al. [2] who develop modified likelihood methodology for skew distributions in the context of linear regression. tr_TR
dc.language.iso eng tr_TR
dc.publisher Taylor&Francis INC tr_TR
dc.relation.isversionof 10.1081/STA-100104348 tr_TR
dc.rights info:eu-repo/semantics/closedAccess tr_TR
dc.subject Symmetric Distributions tr_TR
dc.subject Modified Likelihood tr_TR
dc.subject Regression tr_TR
dc.subject Robustness tr_TR
dc.subject Kurtosis tr_TR
dc.subject Hypothesis Testing tr_TR
dc.subject Inliers tr_TR
dc.subject Outliers tr_TR
dc.subject Nonnormality tr_TR
dc.title Nonnormal regression. II. Symmetric distributions tr_TR
dc.type article tr_TR
dc.relation.journal Communications in Statistics-Theory and Methods tr_TR
dc.identifier.volume 30 tr_TR
dc.identifier.issue 6 tr_TR
dc.identifier.startpage 1021 tr_TR
dc.identifier.endpage 1045 tr_TR
dc.contributor.department Çankaya Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Ekonomi Bölümü tr_TR


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