Symmetry and Unimodality in Linear Inference

D. R. Jensen

Journal of Multivariate Analysis, 1997, vol. 60, issue 2, 188-202

Abstract: Distribution-free results beyond Gauss-Markov theory are found under weak assumptions regarding the errors. Symmetry, unimodality, and location-scale families are studied in estimation; nonstandard versions of Gauss-Markov results are given; and distribution-free confidence sets are tightened under symmetry and unimodality of errors. Normal-theory approximate tests are seen to exhibit monotone power in certain classes of symmetric unimodal errors.

Keywords: symmetry; under; reflections; unimodal; mixtures; location; median; modal-unbiasedness; Gauss-Markov; theory; tightened; confidence; bounds (search for similar items in EconPapers)
Date: 1997
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