EFFECTS OF NON-NORMALITY AND MILD HETEROSCEDASTICITY ON ESTIMATORS IN REGRESSION

被引：5

作者：

BIRCH, JB ^{[1
]}

BINKLEY, DA ^{[1
]}

机构：

[1] ELI LILLY & CO,LILLY RES LAB,INDIANAPOLIS,IN 46285

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1983年 / 12卷 / 03期

关键词：

D O I：

10.1080/03610918308812322

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：331 / 354

页数：24

共 50 条

[1] Comparison of regression models in case of non-normality and Heteroscedasticity
Kahvecioglu, Seray
Yazici, Berna
INTERNATIONAL JOURNAL OF ADVANCED AND APPLIED SCIENCES, 2016, 3 (08): : 18 - 22
[2] A TEST FOR HETEROSCEDASTICITY AND NON-NORMALITY OF REGRESSION RESIDUALS - A PRACTICAL APPROACH
KALIRAJAN, KP
ECONOMICS LETTERS, 1989, 30 (02) : 133 - 136
[3] ROBUSTNESS TO NON-NORMALITY OF REGRESSION TESTS
BOX, GEP
WATSON, GS
BIOMETRIKA, 1962, 49 (1-2) : 93 - &
[4] Inferences About the Skipped Correlation Coefficient: Dealing with Heteroscedasticity and Non-Normality
Wilcox, Rand
JOURNAL OF MODERN APPLIED STATISTICAL METHODS, 2015, 14 (02) : 2 - 8
[5] ESTIMATION IN MULTIFACTOR POLYNOMIAL REGRESSION UNDER NON-NORMALITY
Tiku, Moti L.
Akkaya, Aysen D.
PAKISTAN JOURNAL OF STATISTICS, 2010, 26 (01): : 49 - 68
[6] Asymptotic expansion of the distributions of the estimators in factor analysis under non-normality
Ogasawara, Haruhiko
BRITISH JOURNAL OF MATHEMATICAL & STATISTICAL PSYCHOLOGY, 2007, 60 : 395 - 420
[7] Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle?
Caporale, Guglielmo Maria
Gregoriou, Andros
APPLIED ECONOMICS LETTERS, 2009, 16 (03) : 223 - 226
[8] Some aspects of non-normality tests in systems of regression equations
Holgersson, HET
Shukur, G
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2001, 30 (02) : 291 - 310
[9] EFFECTS OF NON-NORMALITY AT HIGH SIGNIFICANCE LEVELS
HOTELLING, H
ANNALS OF MATHEMATICAL STATISTICS, 1947, 18 (04): : 608 - 609
[10] The consequences of non-normality
Hip, I
Lippert, T
Neff, H
Schilling, K
Schroers, W
NUCLEAR PHYSICS B-PROCEEDINGS SUPPLEMENTS, 2002, 106 : 1004 - 1006

← 1 2 3 4 5 →