Some robust distributions for the structural multilinear model
Ng, V.M. (2004) Some robust distributions for the structural multilinear model. International Journal of Statistical Sciences, 3s (Special Issue). pp. 61-67.
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The structural approach to inference for location parameters and future responses are considered for the multilinear model with elliptical error distribution. We show that the structural and prediction distributions under elliptical errors assumption are the same as those obtained under normally distributed errors. This gives inference robustness with respect to departures from the reference case of normally distributed errors.
|Publication Type:||Journal Article|
|Murdoch Affiliation:||School of Engineering Science|
|Publisher:||Department of Statistics, University of Rajshahi, Bangladesh|
|Copyright:||© Department of Statistics, University of Rajshahi, Bangladesh|
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