Heteroscedastic symmetrical linear models

DOI10.1016/j.spl.2007.01.012zbMath1378.62021OpenAlexW1982293769MaRDI QIDQ127161

Gilberto A. Paula, Manuel Galea, Francisco José A. Cysneiros, Gilberto A. Paula, Manuel Galea, Francisco José A. Cysneiros

Publication date: June 2007

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

Full work available at URL: https://doi.org/10.1016/j.spl.2007.01.012

zbMATH Keywords

elliptical distributionslocal influencediagnostic methodsscore test: robust methods

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items

The exponentiated power exponential regression model with different regression structures: application in nursing data ⋮ Influence diagnostics in generalized symmetric linear models ⋮ Partially linear models with first-order autoregressive symmetric errors ⋮ Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors ⋮ A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables ⋮ Small‐sample testing inference in symmetric and log‐symmetric linear regression models ⋮ Accounting for uncertainty in heteroscedasticity in nonlinear regression ⋮ Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions ⋮ Local influence for Student-\(t\) partially linear models ⋮ Semiparametric additive models under symmetric distributions ⋮ Influence diagnostics in heteroscedastic and/or autoregressive nonlinear elliptical models for correlated data ⋮ Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors ⋮ Diagnostic analysis for heterogeneous log-Birnbaum-Saunders regression models ⋮ Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data ⋮ Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors ⋮ Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models ⋮ A new skew-bimodal distribution with applications ⋮ Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors ⋮ Variable Selection in Joint Location and Scale Models of the Skew-t-Normal Distribution ⋮ Improved estimators for a general class of beta regression models ⋮ Assessment of diagnostic procedures in symmetrical nonlinear regression models ⋮ Assessing Robustness of Inference in Symmetrical Nonlinear Regression Models ⋮ gwer ⋮ Heteroscedasticity diagnostics for \(t\) linear regression models ⋮ Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions ⋮ Diagnostics for a Linear Model with First-Order Autoregressive Symmetrical Errors ⋮ A semiparametric approach for joint modeling of median and skewness

Uses Software

• GLIM

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Diagnostics for heteroscedasticity in regression
• Restricted methods in symmetrical linear regression models
• On the theory of elliptically contoured distributions
• On influence diagnostic in univariate elliptical linear regression models
• On diagnostics in symmetrical nonlinear models
• Joint modelling of location and scale parameters of the t distribution
• Generalized Leverage and its Applications
• Two graphical displays for outlying and influential observations in regression
• Elliptically Symmetric Distributions: A Review and Bibliography
• Estimating Regression Models with Multiplicative Heteroscedasticity
• Improved estimators for generalized linear models with dispersion covariates
• Local Influence in Linear Mixed Models
• SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTICtREGRESSION MODELS