Digital Library
Close Browse articles from a journal
 
<< previous    next >>
     Journal description
       All volumes of the corresponding journal
         All issues of the corresponding volume
           All articles of the corresponding issues
                                       Details for article 23 of 27 found articles
 
 
  The F-system distribution as an alternative to multivariate normality: An application in multivariatemodels with qualitative dependent variables
 
 
Title: The F-system distribution as an alternative to multivariate normality: An application in multivariatemodels with qualitative dependent variables
Author: Peristiani, Steve
Appeared in: Communications in statistics
Paging: Volume 20 (1991) nr. 1 pages 147-163
Year: 1991
Contents: Though multivariate normality is the warranted distributional form in linear models, its usefulness and simplicity is drastically curtailed when one has to evaluate the multivariate normal cumulative. In this paper we examine a number of unconventional alternatives derived from a general class of multivariate distribution systems. We will show that these distribution systems are flexible and closely emulate multivariate normality. Our study focuses primarily on multivariate models that include censored or qualitative dependent variables. However, these findings are extendable to any other application that requires an evaluation of the multivariate normal cumulative distribution.
Publisher: Taylor & Francis
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 23 of 27 found articles
 
<< previous    next >>
 
 Koninklijke Bibliotheek - National Library of the Netherlands