ESTIMATION IN MULTIFACTOR POLYNOMIAL REGRESSION UNDER NON-NORMALITY

Tiku M. L. , AKKAYA A.

PAKISTAN JOURNAL OF STATISTICS, cilt.26, sa.1, ss.49-68, 2010 (SCI İndekslerine Giren Dergi) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 26 Konu: 1
  • Basım Tarihi: 2010
  • Dergi Adı: PAKISTAN JOURNAL OF STATISTICS
  • Sayfa Sayıları: ss.49-68

Özet

Modified maximum likelihood estimators of the parameters in a second order polynomial regression model are derived. They are shown to be considerably more efficient and robust than the commonly used least squares estimators. Real life examples are given.