Influence diagnostics for linear models with first-order autoregressive elliptical errors

DOI10.1016/j.spl.2008.08.017zbMath1155.62052OpenAlexW2061773847MaRDI QIDQ1003791

Marcio Medeiros, Filidor E. Vilca-Labra, Gilberto A. Paula

Publication date: 4 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.08.017

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Diagnostics, and linear inference and regression (62J20)

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Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors ⋮ Additive models with autoregressive symmetric errors based on penalized regression splines ⋮ The Poisson Generalized Linear Failure Rate Model ⋮ Partially linear models with first-order autoregressive symmetric errors ⋮ Diagnostic analysis for a vector autoregressive model under Student^′s t‐distributions ⋮ Fast inference for robust nonlinear mixed-effects models ⋮ A score test for detecting extreme values in a vector autoregressive model ⋮ Influence diagnostics on the coefficient of variation of elliptically contoured distributions ⋮ Influence diagnostics in Birnbaum–Saunders nonlinear regression models ⋮ Influence diagnostics in heteroscedastic and/or autoregressive nonlinear elliptical models for correlated data ⋮ A note on influence diagnostics in AR(1) time series models ⋮ Birnbaum-Saunders frailty regression models: Diagnostics and application to medical data ⋮ Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors ⋮ Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data ⋮ Analysis of correlated Birnbaum-Saunders data based on estimating equations ⋮ Diagnostics for elliptical linear mixed models with first-order autoregressive errors ⋮ Influence diagnostics in a multivariate normal regression model with general parameterization ⋮ Influential observations in GARCH models ⋮ Linear regression models with slash-elliptical errors ⋮ Diagnostic tools in generalized Weibull linear regression models ⋮ Diagnostics for a Linear Model with First-Order Autoregressive Symmetrical Errors ⋮ Influence diagnostics in the Tobit censored response model

Cites Work

• Restricted methods in symmetrical linear regression models
• Assessment of local influence in elliptical linear models with longitudinal structure
• Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
• On local influence for elliptical linear models
• Local influence in multivariate elliptical linear regression models
• Diagnostics for Mixed-Model Analysis of Variance
• Robustness of the student t based M-estimator
• Diagnostics for Autocorrelated Regression Models
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