SYMMETRY AND UNIMODALITY IN LINEAR INFERENCE

Authors
JENSEN DR
Citation
Dr. Jensen, SYMMETRY AND UNIMODALITY IN LINEAR INFERENCE, Journal of Multivariate Analysis, 60(2), 1997, pp. 188-202
Citations number
14
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Multivariate Analysis → ACNP
ISSN journal
0047259X
Volume
60
Issue
2
Year of publication
1997
Pages
188 - 202
Database
ISI
SICI code
0047-259X(1997)60:2<188:SAUILI>2.0.ZU;2-B
Abstract
Distribution-free results beyond Gauss-Markov theory-re found under we ak assumptions regarding the errors. Symmetry, unimodality, and locati on-scale families are studied in estimation; nonstandard versions of G auss-Markov results are given; and distribution-free confidence sets a re tightened under symmetry and unimodality of errors. Normal-theory a pproximate tests are seen to exhibit monotone power in certain classes of symmetric unimodal errors. (C) 1997 Academic Press.