A Review of the Development and Application of Recursive Residuals in Linear Models

DOI10.2307/2291419MaRDI QIDQ3128779zbMATH OpenOpenAlexFDO

Authors Farid Kianifard, William H. Swallow

Publication date 4 November 1997

Full work available at URL https://doi.org/10.2307/2291419

zbMATH Keywords

functional misspecificationheteroscedasticityindependenceorder dependenceoutlier detectionrecursive residualsregression model validationserial correlationstructural change

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

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(29)

• Recursive mean adjustment in time-series inferences
• Recursive residuals in generalised linear models
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• On the Kalman filter with possibly degenerate and correlated errors
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• Remarks on invariance principle for one-parametric recursive residuals
• A review of robust regression and diagnostic procedures in linear regression
• Inclusion and exclusion of data or parameters in the general linear model
• On detecting alternatives by one-parametric recursive residuals
• Signed Residuals
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• Empirical process based on the recursive residuals in functional measurement error models
• A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences
• Recursive Residuals on a Rectangular Lattice
• Cross-validatory, recursive and partial residuals for non-linear models: theory
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• Applied regression analysis bibliography update 1994-97
• Recursive Residuals for Multivariate Field Processes
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• Probability-scale residuals for continuous, discrete, and censored data
• On Theil's errors
• Supplementary notes on the least variance ratio estimator
• A nonparametric lack-of-fit test for heteroscedastic regression models
• The three basic types of residuals for a linear model
• ARMA model checking with data-driven portmanteau tests
• 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

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