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

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  • TÕNU KOLLO
  • ANU ROOS
  • DIETRICH VON ROSEN

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.

Suggested Citation

  • Tõnu Kollo & Anu Roos & Dietrich Von Rosen, 2007. "Approximation of the Distribution of the Location Parameter in the Growth Curve Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 34(3), pages 499-510, September.
    • Handle: RePEc:bla:scjsta:v:34:y:2007:i:3:p:499-510
    DOI: 10.1111/j.1467-9469.2006.00546.x
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    Cited by:

    1. Hu, Jianhua & Xin, Xin & You, Jinhong, 2014. "Model determination and estimation for the growth curve model via group SCAD penalty," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 199-213.

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