Location and scale under exchangeable errors Article Swipe
Classical multivariate analysis rests on observations ( ) Y n k × having n k > mutually independent rows, with dispersion matrix as a direct product ( ) n V Y I = ⊗ Σ , supported in turn by a rich literature.That independence may fail is modeled here on taking the rows of Y to be exchangeably dependent such that ( ) V Υ = Ω ⊗ Σ where exchangeability rests on the choice for ( ) n n Ω × .Three choices are considered; each interjects additional parameters into the model; and it remains to ask which, if any, of findings widely known under independence, might apply also under exchangeable dependence.Conventional inferences for the location and scale parameters ( ) , µ Σ are reconsidered.Excluding µ these are found to carry over in large part to include the exchangeable errors of this study.
Related Topics
- Type
- article
- Language
- en
- Landing Page
- https://doi.org/10.15406/bbij.2023.12.00388
- https://medcraveonline.com/BBIJ/BBIJ-12-00388.pdf
- OA Status
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- OpenAlex ID
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Raw OpenAlex JSON
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https://openalex.org/W4385078536Canonical identifier for this work in OpenAlex
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https://doi.org/10.15406/bbij.2023.12.00388Digital Object Identifier
- Title
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Location and scale under exchangeable errorsWork title
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articleOpenAlex work type
- Language
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enPrimary language
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2023Year of publication
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2023-06-29Full publication date if available
- Authors
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D. R. JensenList of authors in order
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https://doi.org/10.15406/bbij.2023.12.00388Publisher landing page
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https://medcraveonline.com/BBIJ/BBIJ-12-00388.pdfDirect link to full text PDF
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YesWhether a free full text is available
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diamondOpen access status per OpenAlex
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https://medcraveonline.com/BBIJ/BBIJ-12-00388.pdfDirect OA link when available
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0Total citation count in OpenAlex
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