Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
From MaRDI portal
Publication:3564775
DOI10.1080/00949650802706420zbMath1187.62122OpenAlexW2101867961MaRDI QIDQ3564775
Gauss M. Cordeiro, Audrey H. M. A. Cysneiros, Francisco José A. Cysneiros
Publication date: 26 May 2010
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650802706420
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (19)
A flexible semiparametric regression model for bimodal, asymmetric and censored data ⋮ Partially linear models with first-order autoregressive symmetric errors ⋮ A Bayesian approach on the two-piece scale mixtures of normal homoscedastic nonlinear regression models ⋮ Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors ⋮ Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models ⋮ A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables ⋮ A robust class of homoscedastic nonlinear regression models ⋮ Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions ⋮ Improved estimators in beta prime regression models ⋮ Skew-normal distribution for growth curve models in presence of a heteroscedasticity structure ⋮ A Bayesian sensitivity analysis of the effect of different random effects distributions on growth curve models ⋮ Improved estimation in a general multivariate elliptical model ⋮ Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distribu\-tions ⋮ Generalized Weibull Linear Models ⋮ Computational approximation of the likelihood ratio for testing the existence of change-points in a heteroscedastic series ⋮ An extension of log-symmetric regression models: R codes and applications ⋮ Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions ⋮ Joint regression modeling of location and scale parameters of the skew t distribution with application in soil chemistry data ⋮ A semiparametric approach for joint modeling of median and skewness
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Diagnostics for heteroscedasticity in regression
- Heteroscedastic symmetrical linear models
- Restricted methods in symmetrical linear regression models
- Improved point and interval estimation for a beta regression model
- On the theory of elliptically contoured distributions
- On local influence for elliptical linear models
- Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
- A third-order bias corrected estimate in generalized linear models
- On diagnostics in symmetrical nonlinear models
- Bartlett corrections and bias correction for two heteroscedastic regression models
- Joint modelling of location and scale parameters of the t distribution
- The Delta Algorithm and GLIM
- Bias in nonlinear regression
- Two graphical displays for outlying and influential observations in regression
- Elliptically Symmetric Distributions: A Review and Bibliography
- Estimating Regression Models with Multiplicative Heteroscedasticity
- Improved estimators for generalized linear models with dispersion covariates
- SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTICtREGRESSION MODELS
- Corrected estimates for Studenttregression models with unknown degrees of freedom
- On a class of processes arising in linear estimation theory
This page was built for publication: Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models