A Review of the Development and Application of Recursive Residuals in Linear Models
From MaRDI portal
Publication:3128779
DOI10.2307/2291419zbMath0873.62070OpenAlexW4253276220MaRDI QIDQ3128779
Farid Kianifard, William H. Swallow
Publication date: 4 November 1997
Full work available at URL: https://doi.org/10.2307/2291419
independenceheteroscedasticityserial correlationstructural changeoutlier detectionrecursive residualsfunctional misspecificationorder dependenceregression model validation
Related Items
On the Kalman filter with possibly degenerate and correlated errors ⋮ Inclusion and exclusion of data or parameters in the general linear model ⋮ Supplementary notes on the least variance ratio estimator ⋮ A nonparametric lack-of-fit test for heteroscedastic regression models ⋮ Local influence in measurement error models with ridge estimate ⋮ New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank ⋮ A review of robust regression and diagnostic procedures in linear regression ⋮ A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences ⋮ Testing for ARCH in the presence of a possibly misspecified conditional mean ⋮ Recursive mean adjustment in time-series inferences ⋮ Empirical process based on the recursive residuals in functional measurement error models ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Changes in the general linear model: A unified approach ⋮ Probability‐scale residuals for continuous, discrete, and censored data ⋮ Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
Uses Software
This page was built for publication: A Review of the Development and Application of Recursive Residuals in Linear Models