Assessing Robustness of Inference in Symmetrical Nonlinear Regression Models

DOI10.1080/03610926.2011.599004zbMath1294.62032OpenAlexW1987809626MaRDI QIDQ4929219

Luis Hernando Vanegas, Francisco José A. Cysneiros, Luz Marina Rondon

Publication date: 13 June 2013

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

Full work available at URL: https://doi.org/10.1080/03610926.2011.599004

zbMATH Keywords

symmetric distributiontesting heteroscedasticityheavy-tailed errorrobust modelpartial \(F\)-test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items (2)

Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models ⋮ Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics

Cites Work

• Diagnostics for heteroscedasticity in regression
• Heteroscedastic symmetrical linear models
• Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
• Residuals and their statistical properties in symmetrical nonlinear models
• Assessment of diagnostic procedures in symmetrical nonlinear regression models
• Testing for Heteroscedasticity in Nonlinear Regression Models
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