Linear regression models with slash-elliptical errors

DOI10.1016/j.csda.2013.02.029zbMath1468.62013OpenAlexW1981353795MaRDI QIDQ1800085

Izabel Cristina Alcantara, Francisco José A. Cysneiros

Publication date: 19 October 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.02.029

zbMATH Keywords

heavy-tailed distributionlocal influenceleverageresidualsrobust modelsslash-elliptical distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Related Items

Iterative weighted estimation based on variance modelling in linear regression models ⋮ Spatial variability in slash linear modeling with finite second moment

Uses Software

• Ox

Cites Work

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