Diagnostics for skew-normal nonlinear regression models with AR(1) errors

DOI10.1016/J.CSDA.2009.06.010MaRDI QIDQ961944zbMATH OpenOpenAlexFDO

Authors Feng-Chang Xie, Jinguan Lin, Bocheng Wei

Publication date 1 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.06.010

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors
• Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors
• Statistical diagnostics for skew-t-normal nonlinear models
• Statistical diagnostics in nonlinear models with ARIMA(0,1,0) symmetrical errors
• Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions
• Estimation and diagnostic analysis in skew-generalized-normal regression models
• Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
• Homogeneity diagnostics for skew-normal nonlinear regression models
• Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors
• Statistical diagnostics for the mode regression model with skew-normal data

Cites work

• A new class of multivariate skew distributions with applications to bayesian regression models
• A New Class of Skew-Normal Distributions
• A nonlinear regression model with skew-normal errors
• A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
• Diagnostics analysis for log-Birnbaum-Saunders regression models
• Diagnostics for heteroscedasticity in regression
• Fixed-design regression for linear time series
• GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
• scientific article; zbMATH DE number 3913478 (Why is no real title available?)
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 3980216 (Why is no real title available?)
• scientific article; zbMATH DE number 4058622 (Why is no real title available?)
• scientific article; zbMATH DE number 46726 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• Inferential Aspects of the Skew Exponential Power Distribution
• Influence diagnostics for skew-normal linear mixed models
• Likelihood-based inference with singular information matrix
• Nonlinear growth models for modeling oil palm yield growth
• On the convergence properties of the EM algorithm
• POWER FUNCTION FOR INVERSE GAUSSIAN REGRESSION MODELS
• Problems of inference for Azzalini's skewnormal distribution
• Regression Models with Time Series Errors
• Score Tests for Regression Models
• Statistical Applications of the Multivariate Skew Normal Distribution
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
• Testing for Heteroscedasticity in Nonlinear Regression Models
• Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(p, 0, 1) Random Errors
• The multivariate skew-normal distribution
• The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present
• Theory & Methods: Residual Diagnostic Plots for Checking for Model Mis‐specification in Time Series Regression
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
• Varying Dispersion Diagnostics for Inverse Gaussian Regression Models

Cited in

(28)

• Homogeneity diagnostics for skew-normal nonlinear regression models
• Nonlinear regression models based on scale mixtures of skew-normal distributions
• Likelihood inference of nonlinear models based on a class of flexible skewed distributions
• Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions
• Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors
• Skew-normal partial functional linear model and homogeneity test
• Joint modeling of location and scale parameters of the skew-normal distribution
• Variable selection in joint location, scale and skewness models of the skew-normal distribution
• A new skew generalization of the normal distribution: properties and applications
• Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors
• Bayesian inference for joint location and scale nonlinear models with skew-normal errors
• Statistical diagnostics for skew-t-normal nonlinear models
• 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
• Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: estimation and case influence diagnostics
• Empirical Bayes estimation in regression models with generalized skew-slash errors
• Inference and diagnostics for heteroscedastic nonlinear regression models under skew scale mixtures of normal distributions
• AR(1) model with skew-normal innovations
• A Bayesian approach on the two-piece scale mixtures of normal homoscedastic nonlinear regression models
• Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic
• A robust class of homoscedastic nonlinear regression models
• Variable selection in joint location and scale models of the skew-normal distribution
• Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions
• Skew-normal semiparametric varying coefficient model and score test
• Variable selection in joint location and scale models of the skew-t-normal distribution
• Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distribu\-tions
• Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application
• Nonlinear regression models under skew scale mixtures of normal distributions

This page was built for publication: Diagnostics for skew-normal nonlinear regression models with AR(1) errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q961944)