Influence diagnostics on the coefficient of variation of elliptically contoured distributions
From MaRDI portal
Publication:5124779
DOI10.1080/02664760903521427OpenAlexW2085951627MaRDI QIDQ5124779
Marco Riquelme, Antonio I. Sanhueza, Manuel Galea, Víctor Leiva
Publication date: 30 September 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10533/133118
Related Items
On a variance stabilizing model and its application to genomic data ⋮ Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics ⋮ Diagnostics in multivariate generalized Birnbaum-Saunders regression models ⋮ Birnbaum‐Saunders distribution: A review of models, analysis, and applications
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Influence diagnostics in generalized log-gamma regression models
- Restricted methods in symmetrical linear regression models
- Assessing local influence for nonlinear structural equation models with ignorable missing data
- Influence diagnostics for linear models with first-order autoregressive elliptical errors
- Assessment of local influence in elliptical linear models with longitudinal structure
- Influence diagnostics in log-Birnbaum-Saunders regression models with censored data
- Lifetime analysis based on the generalized Birnbaum-Saunders distribution
- Asymptotics of the sample coefficient of variation and the sample dispersion
- Estimating the dimension of a model
- Simultaneous estimation of coefficients of variation
- Small sample asymptotic inference for the coefficient of variation: normal and nonnormal models
- On influence diagnostic in univariate elliptical linear regression models
- Bayesian sensitivity analysis in elliptical linear regression models
- A diagnostic procedure based on local influence
- Generalized Local Influence with Applications to Fish Stock Cohort Analysis
- Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
- A Monte Carlo Study of Robustness of Pretest and Shrinkage Estimators in Pooling Coefficients of Variation
- Robustness of the student t based M-estimator
- Distribution of the Coefficient of Variation and the Extended "t" Distribution
- Asymptotic inference for coefficients of variation
- Normal scale mixtures and dual probability densities
- SINGULAR ELLIPTICAL DISTRIBUTION: DENSITY AND APPLICATIONS
- Local influence in binary regression models, and its correspondence with global influence
- Bayesian Measures of Model Complexity and Fit
- Influence Diagnostics for Elliptical Multivariate Linear Regression Models
- Corrected likelihood ratio tests in symmetric nonlinear regression models
- On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
- Assessment of variance components in elliptical linear mixed models
- A Re‐Examination of Sharpe's Ratio for Log‐Normal Prices
- Testing Statistical Hypotheses
- Diagnostic methods in elliptical linear regression models
- A new class of survival regression models with heavy-tailed errors: robustness and diagnostics
