Detection of outliers in mixed regressive-spatial autoregressive models

DOI10.1080/03610926.2014.941493zbMath1347.62156OpenAlexW2340730886MaRDI QIDQ2817146

Libin Jin, Lei Shi, Anqi Shi, Xiaowen Dai

Publication date: 29 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.941493

zbMATH Keywords

outliersscore testvariance-weight modelmean-shift modelmixed regressive-spatial autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Diagnostics, and linear inference and regression (62J20)

Related Items (6)

Local influence analysis in general spatial models ⋮ Outlier detection and accommodation in meta-regression models ⋮ Quantile regression for varying coefficient spatial error models ⋮ Simultaneous outlier detection and variable selection for spatial Durbin model ⋮ The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers ⋮ Bayesian local influence for spatial autoregressive models with heteroscedasticity

Cites Work

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• Measurement errors and outliers in seasonal unit root testing
• A unified approach to nonlinearity, structural change, and outliers
• Detection of outliers in multilevel models
• A variance shift model for detection of outliers in the linear mixed model
• Maximum studentized score tests for the detection of outliers in time series regression models

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