Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors

DOI10.1007/S00180-021-01130-2zbMath1505.62115OpenAlexW3182486763MaRDI QIDQ2135870

Gilberto A. Paula, Gustavo C. Lana, Clécio Da Silva Ferreira

Publication date: 10 May 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-021-01130-2

zbMATH Keywords

semiparametric modelsEM-algorithmlocal influenceskew-normal distributionpenalized smoothingback-fitting algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point estimation (62F10) General nonlinear regression (62J02) Diagnostics, and linear inference and regression (62J20)

Related Items (1)

Partially linear models with \(p\)-order autoregressive skew-normal errors

Uses Software

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Cites Work

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