Univerzitet u Beogradu – Ekonomski fakultet
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MA Ivana Ivković, asistent

dr Vesna Rajić, redovni profesor

dr Jelena Stanojević, docent

Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed

objavljenog u časopisu Communications in Statistics: Simulation and Computation.

Vreme: sreda, 20. januar u 12:00 časova

Mesto: Seminar će biti organizovan onlajn.

Link za sastanak je sledeći:

https://us02web.zoom.us/j/8054259098

Referenca: Ivković, I., Rajić, V., & Stanojević, J. (2018) Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed. Communications in Statistics – Simulation and Computation, 147-158.

DOI: 10.1080/03610918.2018.1476702

Apstrakt: Confidence interval for the slope parameter based on the t-statistic is not appropriate when the error term is not normally distributed. In this paper, we examine some existing methods for the interval estimation of the slope parameter and suggest new methods for giving better coverage accuracy. The following methods are considered: the standard t, the bootstrap-t, and three intervals based on the transformations of the t-statistic. The results for the Exponential and Weibull distributions and for the real data set are presented. The simulation study shows that these introduced intervals give better results than existing methods.

DETALJNE INFORMACIJE O ČASOPISU

Journal Citation Report (SCIe/SSCI)
Impakt faktor: IF2: 0.651 , IF5: 0.651
Kategorija i pozicija: M23 u oblasti Statistics & Probability

Scimago Journal Rank
Kvartil: Q2
Kategorija: Modelling and Simulation 

Kvartil: Q3
Kategorija: Statistics and Probability

ABS Academic Journal Guide
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Kategorija: –