THE ESTIMATION OF SKEWNESS AND KURTOSIS OF RANDOM EFFECTS IN THE LINEAR-MODEL

被引：6

作者：

TEUSCHER, F ^{[1
]}

HERRENDORFER, G ^{[1
]}

GUIARD, V ^{[1
]}

机构：

[1] FORSCHUNGSINST BIOL LANDWIRTSCHAFTLICHER NUTZTIERE,DEPT BIOMETRY,D-18196 DUMMERSTORF,GERMANY

来源：

BIOMETRICAL JOURNAL | 1994年 / 36卷 / 06期

关键词：

MIXED LINEAR MODEL; ESTIMATION; SKEWNESS; KURTOSIS; ONE-WAY CLASSIFICATION; MODEL II;

D O I：

10.1002/bimj.4710360603

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

Generalising the ANOVA method of estimating variance components in mixed linear models a simple procedure is presented to estimate skewness and kurtosis of the distributions of the random effects of the model. For the model II of a one-way classification this procedure is demonstrated explicitly.

引用

页码：661 / 672

页数：12

共 50 条

[1] Measures of Kurtosis and Skewness of INGARCH Model
Mohamad, Nurul Najihah
Mohamed, Ibrahim
Thavaneswaran, A.
Yahya, Mohd Sahar
PROCEEDINGS OF THE 21ST NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM21): GERMINATION OF MATHEMATICAL SCIENCES EDUCATION AND RESEARCH TOWARDS GLOBAL SUSTAINABILITY, 2014, 1605 : 997 - 1001
[2] The effect of skewness and kurtosis on the robustness of linear mixed models
Arnau, Jaume
Bendayan, Rebecca
Blanca, Maria J.
Bono, Roser
BEHAVIOR RESEARCH METHODS, 2013, 45 (03) : 873 - 879
[3] The effect of skewness and kurtosis on the robustness of linear mixed models
Jaume Arnau
Rebecca Bendayan
María J. Blanca
Roser Bono
Behavior Research Methods, 2013, 45 : 873 - 879
[4] Assessing skewness, kurtosis and normality in linear mixed models
Soberon, Alexandra
Stute, Winfried
JOURNAL OF MULTIVARIATE ANALYSIS, 2017, 161 : 123 - 140
[5] Ameliorate estimation of mean using skewness and kurtosis of auxiliary character
Sinha, R. R.
Bharti
JOURNAL OF STATISTICS AND MANAGEMENT SYSTEMS, 2022, 25 (04) : 927 - 944
[6] Robust estimation of skewness and kurtosis in distributions with infinite higher moments
Bonato, Matteo
FINANCE RESEARCH LETTERS, 2011, 8 (02) : 77 - 87
[7] A theoretical generalization of the Markowitz model incorporating skewness and kurtosis
Uberti, Pierpaolo
QUANTITATIVE FINANCE, 2023, 23 (05) : 877 - 886
[8] A theoretical generalization of the Markowitz model incorporating skewness and kurtosis
Uberti, Pierpaolo
QUANTITATIVE FINANCE, 2021,
[9] The utilization of kurtosis in the estimation of the parameters of the one-way random effects model
Singh, HP
Shukla, SK
Singh, S
BIOMETRICAL JOURNAL, 2002, 44 (08) : 1028 - 1040
[10] Univariate and multivariate skewness and kurtosis for measuring nonnormality: Prevalence, influence and estimation
Cain, Meghan K.
Zhang, Zhiyong
Yuan, Ke-Hai
BEHAVIOR RESEARCH METHODS, 2017, 49 (05) : 1716 - 1735

← 1 2 3 4 5 →