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Inference for multiple linear regression model with extended skew normal errors
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نویسنده
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alhamide a.a. ,ibrahim k. ,alodat m.t.
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منبع
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pakistan journal of statistics - 2016 - دوره : 32 - شماره : 2 - صفحه:81 -96
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چکیده
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This paper presents the estimation of the parameters of the multiple linear regression model when errors are assumed to follow the independent extended skew normal distribution. the estimators of the regression parameters are determined using the maximum likelihood and least squares methods. in addition,the asymptotic distributions of the estimators are studied. the properties of the estimators under both approaches are compared based on a simulation study and a real data set is applied for illustration. © 2016 pakistan journal of statistics.
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کلیدواژه
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Asymptotic distribution; Berry-Esseen theorem; Extended skew normal distribution; Least squares estimator; Maximum likelihood estimates; Multiple linear regression model; Simulation
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آدرس
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school of mathematical sciences,faculty of science and technology,universiti kebangsaan malaysia, Malaysia, school of mathematical sciences,faculty of science and technology,universiti kebangsaan malaysia, Malaysia, department of mathematics,statistics and physics,qatar university, Qatar
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Authors
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