Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model
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Publication:2633428
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Cites work
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- Conformal Normal Curvature and Assessment of Local Influence
- Fréchet distance as a tool for diagnosing multivariate data
- Generalized Local Influence with Applications to Fish Stock Cohort Analysis
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- Influence Diagnostics for Elliptical Multivariate Linear Regression Models
- Influence Diagnostics for Simultaneous Equations Models
- Influence diagnostics in Gaussian spatial linear models
- Influence diagnostics in log-linear integer-valued GARCH models
- Influence diagnostics in the capital asset pricing model under elliptical distributions
- Influence measures on corrected score estimators in functional heteroscedastic measurement error models
- Local influence analysis for Poisson autoregression with an application to stock transaction data
- Local influence for generalized linear models with missing covariates
- Local influence for incomplete-data models
- Local Influence in Comparative Calibration Models
- Local Influence in Linear Mixed Models
- Local influence in multivariate elliptical linear regression models
- Local influence in principal components analysis
- On local influence for elliptical linear models
- Perturbation selection and influence measures in local influence analysis
- Perturbation selection and local influence analysis for nonlinear structural equation model
- Sensitivity analysis of structural equation models
- Statistics and Data Analysis for Financial Engineering
- The commutation matrix: Some properties and applications
Cited in
(8)- Elliptical linear mixed models with a covariate subject to measurement error
- Assessment of Local Influence in GARCH Processes
- On a logistic regression model with random intercept: diagnostic analytics, simulation and biological application
- Influence diagnostics in the capital asset pricing model under elliptical distributions
- Inference in multivariate regression models with measurement errors
- Improving the modeling of binary response regression based on new proposals for statistical diagnostics with applications to medical data
- Local influence analysis in the softplus INGARCH model
- Novel influence diagnostics in multistate models for breast cancer
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