We investigate the behaviour of S - estimators in the linear regression model, when the error terms are long-memory Gaussian processes. It turns out that under mild regularity conditions S - estimators are still normally distributed with a similar variance - covariance structure as in the i.i.d...

In this note we consider the {\it general} linear regression model

For most of the locations all over Egypt the records of diffuse radiation in whatever scale are non-existent. In case that it exists, the quality of these records is not as good as it should be for most purposes and so an estimate of its values is desirable. To achieve such a task, an artificial...

This paper, issued from the Cartelec project, raises a methodological issue regarding ecological inference. Studying abstention in two recent French elections in the Parisian agglomeration, a linear regression is launched on three different levels of aggregation: from the finest one (polling...

We investigate the behaviour of S - estimators in the linear regression model, when the error terms are long-memory Gaussian processes. It turns out that under mild regularity conditions S - estimators are still normally distributed with a similar variance - covariance structure as in the i.i.d...

In this paper, we introduce a novel class of skewed multivariate distributions and, more generally, a method of building such a class on the basis of univariate skewed distributions. The method is based on a general linear transformation of a multidimensional random variable with independent...

This paper deals with the improved forecasts for the values of the study variable in linear regression models utilizing the minimum risk approach. It considers the simultaneous forecasting of actual and average values of the study variable and reports the performance properties of the classical...

This paper considers the estimation of the parameters of measurement error models where the estimated covariance matrix of the regression parameters is ill conditioned. We consider the Hoerl and Kennard type (1970) ridge regression (RR) modifications of the five quasi-empirical Bayes estimators...