Assessing robustness of inference in symmetrical nonlinear regression models

DOI10.1080/03610926.2011.599004MaRDI QIDQ4929219zbMATH OpenOpenAlexFDO

Authors Luis Hernando Vanegas, Luz Marina Rondón, Francisco José A. Cysneiros

Publication date 13 June 2013

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

Full work available at URL https://doi.org/10.1080/03610926.2011.599004

zbMATH Keywords

heavy-tailed errorpartial \(F\)-testrobust modelsymmetric distributiontesting heteroscedasticity

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• Assessment of diagnostic procedures in symmetrical nonlinear regression models
• Diagnostics for heteroscedasticity in regression
• Heteroscedastic symmetrical linear models
• Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
• scientific article; zbMATH DE number 3899977 (Why is no real title available?)
• scientific article; zbMATH DE number 621792 (Why is no real title available?)
• Residuals and their statistical properties in symmetrical nonlinear models
• Testing for Heteroscedasticity in Nonlinear Regression Models

Cited in

(8)

• Heteroscedastic symmetrical linear models
• Symmetric regression quantile and its application to robust estimation for the nonlinear regression model
• Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
• On diagnostics in symmetrical nonlinear models
• Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
• Statistical diagnostics in nonlinear models with ARIMA(0,1,0) symmetrical errors
• Directed likelihood statistic in symmetric regressions
• Assessment of diagnostic procedures in symmetrical nonlinear regression models

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