Approximation of the distribution of the location parameter in the growth curve model

Abstract

In the paper an Edgeworth-type approximation to the density of the estimator of the location parameter in the Growth Curve model has been found. The approximation is a mixture of a normal and a Kotz-type distribution, thus being an elliptical distribution. Shape and properties of the distribution are examined. Finally a small example is given to demonstrate an application of the approximation

Keywords

Elliptical distribution; Growth Curve model; Kotz-type distribution; location parameter; mixture distribution

Published in

Research report (Centre of Biostochastics)
2005, volume: 2005, number: 2005:8, pages: 1-18
Publisher: Centre of Biostochastics, Swedish University of Agricultural Sciences

SLU Authors

• No information found

UKÄ Subject classification

Probability Theory and Statistics

Permanent link to this page (URI)

https://res.slu.se/id/publ/6848