A Review of the Development and Application of Recursive Residuals in Linear Models

DOI10.2307/2291419zbMath0873.62070MaRDI QIDQ3128779

Farid Kianifard, William H. Swallow

Publication date: 4 November 1997

Full work available at URL: https://doi.org/10.2307/2291419

zbMATH Keywords

independence; heteroscedasticity; serial correlation; structural change; outlier detection; recursive residuals; functional misspecification; order dependence; regression model validation

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62J20: Diagnostics, and linear inference and regression

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Uses Software

• AS 154