Heteroscedastic symmetrical linear models

DOI10.1016/J.SPL.2007.01.012MaRDI QIDQ127161zbMATH OpenOpenAlexFDO

Authors Francisco José A. Cysneiros, Gilberto A. Paula, Manuel Galea

Publication date June 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.01.012

zbMATH Keywords

elliptical distributionsdiagnostic methodslocal influencescore test: robust methods

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

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• scientific article; zbMATH DE number 3263751 (Why is no real title available?)
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• Joint modelling of location and scale parameters of the t distribution
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• On diagnostics in symmetrical nonlinear models
• On influence diagnostic in univariate elliptical linear regression models
• On the theory of elliptically contoured distributions
• Restricted methods in symmetrical linear regression models
• SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTICtREGRESSION MODELS
• Two graphical displays for outlying and influential observations in regression

Cited in

(30)

• Semiparametric additive models under symmetric distributions
• Restricted methods in symmetrical linear regression models
• Assessment of diagnostic procedures in symmetrical nonlinear regression models
• The exponentiated power exponential regression model with different regression structures: application in nursing data
• Accounting for uncertainty in heteroscedasticity in nonlinear regression
• Assessing robustness of inference in symmetrical nonlinear regression models
• Variable selection in joint location and scale models of the skew-t-normal distribution
• A new skew-bimodal distribution with applications
• Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
• Local influence for Student-\(t\) partially linear models
• Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors
• A semiparametric approach for joint modeling of median and skewness
• gwer
• Heteroscedastic linear models for analysing process data
• Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors
• Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors
• Influence diagnostics in generalized symmetric linear models
• Partially linear models with first-order autoregressive symmetric errors
• A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables
• Small‐sample testing inference in symmetric and log‐symmetric linear regression models
• Directed likelihood statistic in symmetric regressions
• Heteroscedasticity diagnostics for t linear regression models
• Influence diagnostics in heteroscedastic and/or autoregressive nonlinear elliptical models for correlated data
• Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions
• Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions
• Improved estimators for a general class of beta regression models
• Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
• Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data
• Diagnostic analysis for heterogeneous log-Birnbaum-Saunders regression models
• Diagnostics for a linear model with first-order autoregressive symmetrical errors

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Uses Software

• GLIM

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