Partially linear models with p-order autoregressive skew-normal errors

DOI10.1214/22-BJPS556MaRDI QIDQ2679736zbMATH OpenFDO

Authors Michel H. Montoril, Gilberto A. Paula, Clécio Da Silva Ferreira

Publication date 23 January 2023

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/22-BJPS556

zbMATH Keywords

autoregressive modelsEM-algorithmpenalized smoothingsemiparametric modelsskew-normal distribution

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

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Cited in

(5)

• Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model
• Partially linear models with first-order autoregressive symmetric errors
• scientific article; zbMATH DE number 5307550 (Why is no real title available?)
• Bayesian diagnostics in a partially linear model with first-order autoregressive skew-normal errors
• Inference and diagnostics in overdispersed generalized partial nonlinear models

Describes a project that uses

Uses Software

• SemiPar
• gamair
• R

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