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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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Abstract

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.

Item 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
Publishers Website: http://ijss-ru0.tripod.com/index.html
URI: http://researchrepository.murdoch.edu.au/id/eprint/11295
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