Heteroscedastic symmetrical linear models

DOI10.1016/j.spl.2007.01.012zbMath1378.62021MaRDI QIDQ127161

Francisco José A. Cysneiros, Gilberto A. Paula, Manuel Galea, Manuel Galea, Gilberto A. Paula, Francisco José A. Cysneiros

Publication date: June 2007

Published in: Statistics & Probability Letters, Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.01.012

zbMATH Keywords

elliptical distributions; local influence; diagnostic methods; score test: robust methods

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F10: Point estimation

Related Items

gwer, Accounting for uncertainty in heteroscedasticity in nonlinear regression, Estimation and diagnostics for heteroscedastic 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, Diagnostic analysis for heterogeneous log-Birnbaum-Saunders regression models, Improved estimators for a general class of beta regression models, Assessment of diagnostic procedures in symmetrical nonlinear regression models, Semiparametric additive models under symmetric distributions, Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors, Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models

Uses Software

• GLIM

Cites Work

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