Approximation of the Distribution of the Location Parameter in the Growth Curve Model

Tõnu Kollo, Anu Roos and Dietrich von Rosen

Scandinavian Journal of Statistics, 2007, vol. 34, issue 3, 499-510

Abstract: 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.

Date: 2007
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https://doi.org/10.1111/j.1467-9469.2006.00546.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:34:y:2007:i:3:p:499-510

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