Detection of outliers in mixed regressive-spatial autoregressive models
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Publication:2817146
DOI10.1080/03610926.2014.941493zbMath1347.62156OpenAlexW2340730886MaRDI QIDQ2817146
Libin Jin, Lei Shi, Anqi Shi, Xiaowen Dai
Publication date: 29 August 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.941493
outliersscore testvariance-weight modelmean-shift modelmixed regressive-spatial autoregressive model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Diagnostics, and linear inference and regression (62J20)
Related Items (6)
Local influence analysis in general spatial models ⋮ Outlier detection and accommodation in meta-regression models ⋮ Quantile regression for varying coefficient spatial error models ⋮ Simultaneous outlier detection and variable selection for spatial Durbin model ⋮ The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers ⋮ Bayesian local influence for spatial autoregressive models with heteroscedasticity
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- Measurement errors and outliers in seasonal unit root testing
- A unified approach to nonlinearity, structural change, and outliers
- Detection of outliers in multilevel models
- A variance shift model for detection of outliers in the linear mixed model
- Maximum studentized score tests for the detection of outliers in time series regression models
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