Influence diagnostics for linear models with first-order autoregressive elliptical errors
DOI10.1016/J.SPL.2008.08.017zbMATH Open1155.62052OpenAlexW2061773847MaRDI QIDQ1003791FDOQ1003791
Authors: Gilberto A. Paula, Marcio Medeiros, Filidor E. Vilca-Labra 
Publication date: 4 March 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.08.017
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Diagnostics, and linear inference and regression (62J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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- Robustness of the student t based M-estimator
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- Restricted methods in symmetrical linear regression models
- Diagnostics for Mixed-Model Analysis of Variance
- Diagnostics for Autocorrelated Regression Models
- Local influence in multivariate elliptical linear regression models
- Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
- On local influence for elliptical linear models
Cited In (26)
- Influence diagnostics in the Tobit censored response model
- Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors
- A score test for detecting extreme values in a vector autoregressive model
- Influence diagnostics in the capital asset pricing model under elliptical distributions
- Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application
- Diagnostic analysis for a vector autoregressive model under Student′s t‐distributions
- Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
- Birnbaum-Saunders frailty regression models: Diagnostics and application to medical data
- The Poisson generalized linear failure rate model
- Influence diagnostics on the coefficient of variation of elliptically contoured distributions
- Influential observations in GARCH models
- Influence diagnostics in a multivariate normal regression model with general parameterization
- Additive models with autoregressive symmetric errors based on penalized regression splines
- A note on influence diagnostics in AR(1) time series models
- Fast inference for robust nonlinear mixed-effects models
- Linear regression models with slash-elliptical errors
- Diagnostic tools in generalized Weibull linear regression models
- Influence diagnostics in Birnbaum-Saunders nonlinear regression models
- Partially linear models with first-order autoregressive symmetric errors
- Diagnostics for elliptical linear mixed models with first-order autoregressive errors
- Influence diagnostics in heteroscedastic and/or autoregressive nonlinear elliptical models for correlated data
- Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors
- Analysis of correlated Birnbaum-Saunders data based on estimating equations
- Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data
- Influence Diagnostics for Elliptical Multivariate Linear Regression Models
- Diagnostics for a linear model with first-order autoregressive symmetrical errors
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