Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors
From MaRDI portal
Publication:2934842
DOI10.1080/02331888.2013.800072zbMath1367.62238OpenAlexW2081382453MaRDI QIDQ2934842
Chun-Zheng Cao, Jian-Qing Shi, Jin-Guan Lin
Publication date: 22 December 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2013.800072
nonlinear modelsscore testlocal influencediagnosticsscale mixtures of skew-normal distributionsAR(1) errors
Related Items (3)
Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic ⋮ Robust replicated heteroscedastic measurement error model using heavy-tailed distribution ⋮ Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions
Cites Work
- Robust mixture modeling based on scale mixtures of skew-normal distributions
- Heteroscedastic symmetrical linear models
- Nonlinear regression models based on scale mixtures of skew-normal distributions
- Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
- Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: estimation and case influence diagnostics
- Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distribu\-tions
- Restricted methods in symmetrical linear regression models
- Diagnostics for skew-normal nonlinear regression models with AR(1) errors
- Assessment of diagnostic procedures in symmetrical nonlinear regression models
- Estimating the dimension of a model
- Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
- On influence diagnostic in univariate elliptical linear regression models
- On diagnostics in symmetrical nonlinear models
- Local Influence for Incomplete Data Models
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
- Generalized Leverage and its Applications
- Conformal Normal Curvature and Assessment of Local Influence
- Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
- Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance
- A general class of multivariate skew-elliptical distributions
- A new look at the statistical model identification
This page was built for publication: Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors