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- Title
Approximation of the Distribution of the Location Parameter in the Growth Curve Model.
- Authors
Kollo, Tõnu; Roos, Anu; Von Rosen, Dietrich
- Abstract
In this paper an Edgeworth-type approximation of order O(n −2) to the density of the estimator of the location parameter in the growth curve model has been derived. The approximation is a mixture of a normal and a Kotz-type distribution, thus being an elliptical distribution. A condition for unimodality of the mixture was found and marginal distribution of a subvector of the mixture distribution was derived. Finally, a small example was given to demonstrate an application of the approximation.
- Subjects
MIXTURE distributions (Probability theory); MARGINAL distributions; MULTIVARIATE analysis; ANALYSIS of variance; MATHEMATICAL statistics; ASYMPTOTIC expansions; ASYMPTOTIC theory of algebraic ideals; DIFFERENTIAL equations; STOCHASTIC convergence; DIFFERENCE equations; EDGEWORTH expansions
- Publication
Scandinavian Journal of Statistics, 2007, Vol 34, Issue 3, p499
- ISSN
0303-6898
- Publication type
Article
- DOI
10.1111/j.1467-9469.2006.00546.x