Bayesian local influence for spatial autoregressive models with heteroscedasticity

DOI10.1007/s00362-017-0880-1zbMath1432.62297OpenAlexW2587708847MaRDI QIDQ2010803

Lei Shi, Xiaowen Dai, Libin Jin, Mao-Zai Tian

Publication date: 28 November 2019

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

Full work available at URL: https://doi.org/10.1007/s00362-017-0880-1

zbMATH Keywords

heteroscedasticityperturbation schemeBayesian local influenceBayesian factorK-L divergencemixed regressive-spatial autoregressive models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (4)

Quantile regression for varying coefficient spatial error models ⋮ A score test for detecting extreme values in a vector autoregressive model ⋮ Quantile regression in random effects meta-analysis model ⋮ A Bayesian multistage spatio‐temporally dependent model for spatial clustering and variable selection

Uses Software

• Arc_Mat

Cites Work

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