Testing of homogeneity of variance and autocorrelation coefficients of nonlinear mixed models with AR(1) errors based on M-estimation
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Publication:5138538
DOI10.1080/02664763.2016.1169259OpenAlexW2325457882MaRDI QIDQ5138538FDOQ5138538
Authors: Huihui Sun 
Publication date: 4 December 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2016.1169259
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- Mixed-Effects Models in S and S-PLUS
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- Robust Statistics
- Misspecified models with dependent observations
- Hypothesis testing of regression parameters in semiparametric generalized linear models for cluster correlated data
- Robustness for general design mixed models using thet-distribution
- Robust Analysis of Generalized Linear Mixed Models
- Robust inference in generalized linear models for longitudinal data
- Robust two-stage estimation in hierarchical nonlinear models
- Influence diagnostics in nonlinear mixed-effects elliptical models
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- Score tests and powers for departures from nominal dispersion in separable and continuous generalized nonlinear models with longitudinal data
Cited In (4)
- Testing for heteroscedasticity in the mixed effect linear models based on M-estimation
- Testing for homogeneity of between-individual variances and autocorrelation coefficients in longitudinal nonlinear models with random effects and AR(1) errors
- Title not available (Why is that?)
- Testing for homogeneity of exponential correlation nonlinear mixed models based on M-estimation
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