Inference in Multiple Linear Regression Model with Generalized Secant Hyperbolic Distribution Errors

Vista sencilla de ítem
dc.citation.epage70
dc.citation.issue33
dc.citation.journalTitleIngeniería y Cienciaeng
dc.citation.spage45
dc.citation.volume17
dc.contributor.affiliationUniversidade Federal Minas Gerais
dc.contributor.affiliationUniversidad Nacional de Colombia
dc.contributor.affiliationMiddle East Technical University
dc.contributor.authorBurbano Moreno, Álvaro Alexander
dc.contributor.authorMelo-Martinez, Oscar Orlando
dc.contributor.authorQamarul Islam, M
dc.coverage.spatialMedellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees
dc.date2021-05-12
dc.date.accessioned2021-10-05T16:59:46Z
dc.date.available2021-10-05T16:59:46Z
dc.date.issued2021-05-12
dc.description.abstractWe study multiple linear regression model under non-normally distributed random error by considering the family of generalized secant hyperbolic distributions. We derive the estimators of model parameters by using modified maximum likelihood methodology and explore the properties of the modified maximum likelihood estimators so obtained. We show that the proposed estimators are more efficient and robust than the commonly used least square estimators. We also develop the relevant test of hypothesis procedures and compared the performance of such tests vis-a-vis the classical tests that are based upon the least square approach.eng
dc.formatapplication/pdf
dc.identifier.issn1794-9165
dc.identifier.issn2256-4314
dc.identifier.urihttp://hdl.handle.net/10784/30404
dc.language.isoeng
dc.publisherUniversidad EAFITspa
dc.relation.isversionofhttps://publicaciones.eafit.edu.co/index.php/ingciencia/article/view/6516/5159
dc.relation.urihttps://publicaciones.eafit.edu.co/index.php/ingciencia/article/view/6516/5159
dc.rightsCopyright © 2021 Álvaro Alexander Burbano Moreno, Oscar Orlando Melo-Martinez, M Qamarul Islameng
dc.rights.accessrightsinfo:eu-repo/semantics/openAccesseng
dc.rights.localAcceso abiertospa
dc.sourceIngeniería y Ciencia, Vol 17, No. 33 (2021)spa
dc.subject.keywordMaximum likelihoodeng
dc.subject.keywordModified maximum likelihoodeng
dc.subject.keywordLeast squareeng
dc.subject.keywordGeneralized Secant Hyperbolic distributioneng
dc.subject.keywordRobustnesseng
dc.subject.keywordHypothesis testingeng
dc.titleInference in Multiple Linear Regression Model with Generalized Secant Hyperbolic Distribution Errorseng
dc.typeinfo:eu-repo/semantics/articleeng
dc.typearticleeng
dc.typeinfo:eu-repo/semantics/publishedVersioneng
dc.typepublishedVersioneng
dc.type.localArtículospa

Archivos

Bloque original
Mostrando 1 - 2 de 2
No hay miniatura disponible
Nombre:
Inference in Multiple Linear.pdf
Tamaño:
581.01 KB
Formato:
Adobe Portable Document Format
Descripción:
Texto completo PDF
Descargar
No hay miniatura disponible
Nombre:
articulo.html
Tamaño:
361 B
Formato:
Hypertext Markup Language
Descripción:
Texto completo HTML
Descargar

Colecciones

Ingeniería y Ciencia, Vol. 17, Núm. 33 (2021)