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Nonnormal Regression.I. Skew Distributions

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dc.contributor.author Islam, M. Qamarul
dc.contributor.author L. Tiku, Moti
dc.contributor.author Yildirim, F.
dc.date.accessioned 2024-04-25T07:16:51Z
dc.date.available 2024-04-25T07:16:51Z
dc.date.issued 2001
dc.identifier.citation Islam,M. Qamarul; L. Tiku,Moti; Yıldırım, F." Nonnormal Regression.I. Skew Distributions", Commun. Statist.—Theory Meth., Vol.30, No.6, pp.993-1020. tr_TR
dc.identifier.uri http://hdl.handle.net/20.500.12416/7909
dc.description.abstract 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. We considertwo important families of skew distributions, (a) Weibull withsupport IR:ð0,1Þon the real line, and (b) generalised logisticwit hsupport IR:ð 1,1Þ. Since the maximum likelihoodestimators are intractable in these situations, we derivemodified likelihood estimators which have explicit algebraicforms and are, therefore, easy to compute. We show that theseestimators are remarkably efficient, and robust. We develophypothesis testing procedures and give a real life example tr_TR
dc.language.iso eng tr_TR
dc.rights info:eu-repo/semantics/openAccess tr_TR
dc.subject Robustness tr_TR
dc.subject Maximum Likelihood tr_TR
dc.subject Modifiedmaximum Likelihood tr_TR
dc.subject Least Squares tr_TR
dc.subject Weibull tr_TR
dc.subject Generalisedlogistic tr_TR
dc.title Nonnormal Regression.I. Skew Distributions tr_TR
dc.type article tr_TR
dc.identifier.volume 30 tr_TR
dc.identifier.issue 6 tr_TR
dc.identifier.startpage 993 tr_TR
dc.identifier.endpage 1020 tr_TR
dc.contributor.department Çankaya Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü tr_TR


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