Bayesian local influence for spatial autoregressive models with heteroscedasticity
DOI10.1007/S00362-017-0880-1zbMATH Open1432.62297OpenAlexW2587708847MaRDI QIDQ2010803FDOQ2010803
Authors: Xiaowen Dai, Libin Jin, Lei Shi, Maozai 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
Recommendations
- Local influence analysis in general spatial models
- Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
- Bayesian local influence of semiparametric structural equation models
- scientific article; zbMATH DE number 1866522
- Bayesian local influence for survival models
heteroscedasticityperturbation schemeBayesian local influenceBayesian factorK-L divergencemixed regressive-spatial autoregressive models
Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)
Cites Work
- Introduction to spatial econometrics.
- Bayesian Measures of Model Complexity and Fit
- Local influence analysis in general spatial models
- Bayes Factors
- On influence diagnostic in univariate elliptical linear regression models
- Local influence for incomplete-data models
- Bayes and empirical Bayes methods for data analysis.
- Title not available (Why is that?)
- Conformal Normal Curvature and Assessment of Local Influence
- Contemporary Bayesian Econometrics and Statistics
- Title not available (Why is that?)
- Title not available (Why is that?)
- On estimation and local influence analysis for measurement errors models under heavy-tailed distributions
- Perturbation selection and influence measures in local influence analysis
- Bayesian influence analysis: a geometric approach
- Bayesian local influence for survival models
- Diagnostics for Mixed-Model Analysis of Variance
- Influence diagnostics in log-linear integer-valued GARCH models
- Outlier Detection in Time Series Models Using Local Influence Method
- Outlier detection and accommodation in general spatial models
- Local influence in principal components analysis
- Stepwise local influence analysis
- Testing for heteroscedasticity in general spatial models
- On local influence for elliptical linear models
- A Bayesian \(\chi^2\) test for goodness-of-fit
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions
- Local influence for functional comparative calibration models with replicated data
- Influence diagnostics for Grubbs's model with asymmetric heavy-tailed distributions
- Bayesian local influence for the growth curve model with Rao's simple covariance structure
- Bayesian model comparison: log scores and \(DIC\)
- Detection of outliers in mixed regressive-spatial autoregressive models
- Stepwise local influence in generalized autoregressive conditional heteroskedasticity models
- Title not available (Why is that?)
Cited In (8)
- A score test for detecting extreme values in a vector autoregressive model
- Quantile regression for varying coefficient spatial error models
- Title not available (Why is that?)
- Quantile regression in random effects meta-analysis model
- A Bayesian multistage spatio‐temporally dependent model for spatial clustering and variable selection
- Local influence for spatially correlated binomial data: an application to the \textit{spodoptera frugiperda} infestation in corn
- Local influence analysis in general spatial models
- Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality
Uses Software
This page was built for publication: Bayesian local influence for spatial autoregressive models with heteroscedasticity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2010803)
