A Review of the Development and Application of Recursive Residuals in Linear Models
From MaRDI portal
Publication:3128779
DOI10.2307/2291419zbMath0873.62070OpenAlexW4253276220MaRDI QIDQ3128779
Farid Kianifard, William H. Swallow
Publication date: 4 November 1997
Full work available at URL: https://doi.org/10.2307/2291419
independenceheteroscedasticityserial correlationstructural changeoutlier detectionrecursive residualsfunctional misspecificationorder dependenceregression model validation
Related Items
On the Kalman filter with possibly degenerate and correlated errors, Inclusion and exclusion of data or parameters in the general linear model, Supplementary notes on the least variance ratio estimator, A nonparametric lack-of-fit test for heteroscedastic regression models, Local influence in measurement error models with ridge estimate, New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank, A review of robust regression and diagnostic procedures in linear regression, A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences, Testing for ARCH in the presence of a possibly misspecified conditional mean, Recursive mean adjustment in time-series inferences, Empirical process based on the recursive residuals in functional measurement error models, Applied regression analysis bibliography update 1994-97, Changes in the general linear model: A unified approach, Probability‐scale residuals for continuous, discrete, and censored data, Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
Uses Software