Local influence assessment based on local divergence in stochastic regression model

DOI10.1007/BF02662012MaRDI QIDQ1920439zbMATH OpenOpenAlexFDO

Authors Rong-Xian Yue, Guifu Liu

Publication date 9 February 1997

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02662012

zbMATH Keywords

information matrixcurvatureslocal divergenceperturbation schemesstochastic regression modellocal influence assessment

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Estimation in multivariate analysis (62H12)

Recommendations

• scientific article; zbMATH DE number 3984329
• Local influence in general covariance analysis model
• Local influence in multivariate elliptical linear regression models
• scientific article; zbMATH DE number 472984
• Local influence analysis of stochastic frontier estimation: a case-weights perturbation approach

Cites work

• scientific article; zbMATH DE number 3870421 (Why is no real title available?)
• scientific article; zbMATH DE number 3899977 (Why is no real title available?)
• scientific article; zbMATH DE number 3984329 (Why is no real title available?)
• scientific article; zbMATH DE number 3675120 (Why is no real title available?)
• scientific article; zbMATH DE number 193125 (Why is no real title available?)
• scientific article; zbMATH DE number 3366404 (Why is no real title available?)
• A perturbation scheme for nonlinear models
• Diagnostics for Mixed-Model Analysis of Variance
• Local divergence and association
• The Estimation of Stationary Stochastic Regression Parameters Reexamined

Cited in

(4)

• scientific article; zbMATH DE number 3984329 (Why is no real title available?)
• Local influence of stochastic volatility models
• scientific article; zbMATH DE number 1782183 (Why is no real title available?)
• Local influence analysis of stochastic frontier estimation: a case-weights perturbation approach

This page was built for publication: Local influence assessment based on local divergence in stochastic regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1920439)