Diagnostics for a Linear Model with First-Order Autoregressive Symmetrical Errors

DOI10.1080/03610926.2011.599000zbMath1275.62054OpenAlexW2013652808MaRDI QIDQ2859285

Bin Zhu, Chun-Zheng Cao, Xiao-Xin Zhu

Publication date: 7 November 2013

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

Full work available at URL: https://doi.org/10.1080/03610926.2011.599000

zbMATH Keywords

linear modelscore testlocal influencesymmetrical distributionsAR(1) errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Diagnostics, and linear inference and regression (62J20)

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Cites Work

• Heteroscedastic symmetrical linear models
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• Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors