Partially linear models with first-order autoregressive symmetric errors

DOI10.1007/s00362-015-0680-4zbMath1373.62391OpenAlexW2030538722MaRDI QIDQ345380

Carlos Eduardo M. Relvas, Gilberto A. Paula

Publication date: 1 December 2016

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

Full work available at URL: https://doi.org/10.1007/s00362-015-0680-4

zbMATH Keywords

local influencerobust estimationresidual analysisnatural cubic splinesautoregressive errorsStudent-\(t\) models

Mathematics Subject Classification ID

General nonlinear regression (62J02) Diagnostics, and linear inference and regression (62J20)

Related Items (11)

Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors ⋮ Additive models with autoregressive symmetric errors based on penalized regression splines ⋮ Portmanteau test for the asymmetric power GARCH model when the power is unknown ⋮ The parametric and additive partial linear regressions based on the generalized odd log-logistic log-normal distribution ⋮ Elliptical linear mixed models with a covariate subject to measurement error ⋮ Partially linear models with \(p\)-order autoregressive skew-normal errors ⋮ Portmanteau test for a class of multivariate asymmetric power GARCH model ⋮ Unnamed Item ⋮ Multivariate portmanteau tests for weak multiplicative seasonal VARMA models ⋮ Generalized additive partial linear models for analyzing correlated data ⋮ Estimation and diagnostic for skew-normal partially linear models

Uses Software

• GAMLSS
• gamair

Cites Work

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