On diagnostics in multivariate measurement error models under asymmetric heavy-tailed distributions

DOI10.1007/s00362-011-0371-8zbMath1416.62435OpenAlexW2053188211MaRDI QIDQ1926097

Rignaldo R. Carvalho, Camila Borelli Zeller, Victor Hugo Lachos

Publication date: 27 December 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-011-0371-8

zbMATH Keywords

EM algorithmlocal influenceMahalanobis distancemeasurement error modelsscale mixtures of skew-normal distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Related Items (3)

Heteroscedastic partially linear model under skew-normal distribution with application in ragweed pollen concentration ⋮ Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions ⋮ The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands

Cites Work

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