Bayesian local influence for spatial autoregressive models with heteroscedasticity

DOI10.1007/s00362-017-0880-1zbMath1432.62297MaRDI QIDQ2010803

Xiaowen Dai, Libin Jin, Lei Shi, Mao-Zai Tian

Publication date: 28 November 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-017-0880-1

zbMATH Keywords

heteroscedasticity; perturbation scheme; Bayesian local influence; Bayesian factor; K-L divergence; mixed regressive-spatial autoregressive models

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

Uses Software

• Arc_Mat