Influence diagnostics for censored regression models with autoregressive errors

DOI10.1111/ANZS.12229MaRDI QIDQ4578032zbMATH OpenOpenAlexFDO

Authors Fernanda L. Schumacher, V. H. Lachos, Filidor E. Vilca-Labra, Luis M. Castro

Publication date 7 August 2018

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/anzs.12229

zbMATH Keywords

autoregressive AR(\(p\)) modelscensored datainfluential observationslimit of detectionSAEM algorithm

Mathematics Subject Classification ID

Paired and multiple comparisons; multiple testing (62J15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Censored data models (62N01)

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Cited in

(10)

• Influence diagnostics in log-Birnbaum-Saunders regression models with censored data
• Influence diagnostics for censored regression models
• ARCensReg
• scientific article; zbMATH DE number 5633867 (Why is no real title available?)
• Regression Analsis with Censored Autocorrelated Data
• Censored regression models with autoregressive errors: a likelihood-based perspective
• The multinomial logistic regression model for predicting the discharge status after liver transplantation: estimation and diagnostics analysis
• Influence diagnostics in a vector autoregressive model
• Diagnostic analysis in scale mixture of skew-normal linear mixed models
• Inference and diagnostics for censored linear regression model with skewed generalized t distribution

Describes a project that uses

Uses Software

• R

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