Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

DOI10.1016/J.JSPI.2012.02.018zbMATH Open1408.62123OpenAlexW2138033524MaRDI QIDQ419344FDOQ419344

Authors: Aldo M. Garay, Edwin M. M. Ortega, F. V. Labra, V. H. Lachos 

Publication date: 18 May 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.02.018

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zbMATH Keywords

EM algorithmlocal influencenonlinear regression modelsscale mixtures of skew-normal distributionshomogeneitycase-deletion model

Mathematics Subject Classification ID

General nonlinear regression (62J02) Estimation in multivariate analysis (62H12)

Cites Work

• Robust mixture modeling based on scale mixtures of skew-normal distributions
• Title not available (Why is that?)
• Two graphical displays for outlying and influential observations in regression
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• A general class of multivariate skew-elliptical distributions
• Homogeneity diagnostics for skew-normal nonlinear regression models
• Assessment of local influence in elliptical linear models with longitudinal structure
• Heteroscedastic symmetrical linear models
• On diagnostics in symmetrical nonlinear models
• Local influence for incomplete-data models
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• Detection of Influential Observation in Linear Regression
• Conformal Normal Curvature and Assessment of Local Influence
• Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: estimation and case influence diagnostics
• Residuals and their statistical properties in symmetrical nonlinear models
• Diagnostics for skew-normal nonlinear regression models with AR(1) errors
• Assessment of diagnostic procedures in symmetrical nonlinear regression models
• Title not available (Why is that?)
• Perturbation selection and influence measures in local influence analysis
• Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
• Bartlett corrections in heteroskedastic \(t\) regression models
• Statistical diagnostics for skew-t-normal nonlinear models
• A nonlinear regression model with skew-normal errors

Cited In (30)

• Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling
• Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models
• Homogeneity diagnostics for skew-normal nonlinear regression models
• An overview on the progeny of the skew-normal family -- a personal perspective
• Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
• A new heteroscedastic regression to analyze mass loss of wood in civil construction in Brazil
• Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions
• Estimation for a family of skew scale-mixture 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
• Statistical diagnostics for skew-t-normal nonlinear models
• Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors
• Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution
• Nonlinear regression models based on scale mixtures of skew-normal distributions
• Nonlinear regression models for heterogeneous data with massive outliers
• A robust class of homoscedastic nonlinear regression models
• Asymmetric heavy-tailed vector auto-regressive processes with application to financial data
• Linear censored regression models with scale mixtures of normal distributions
• Estimation and influence diagnostics for the multivariate linear regression models with skew scale mixtures of normal distributions
• Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions
• The odd log-logistic Student \(t\) distribution: theory and applications
• Inference and diagnostics for heteroscedastic nonlinear regression models under skew scale mixtures of normal distributions
• Nonlinear mixed-effects models with scale mixture of skew-normal distributions
• Heteroscedastic partially linear model under skew-normal distribution with application in ragweed pollen concentration
• Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions
• A Bayesian approach on the two-piece scale mixtures of normal homoscedastic nonlinear regression models
• Likelihood-based inference for censored linear regression models with scale mixtures of skew-normal distributions
• Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: estimation and case influence diagnostics
• Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distribu\-tions
• Nonlinear regression models under skew scale mixtures of normal distributions

Uses Software

• R

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