On estimation and local influence analysis for measurement errors models under heavy-tailed distributions

DOI10.1007/S00362-009-0270-4MaRDI QIDQ641778zbMATH OpenOpenAlexFDO

Authors T. Angolini, V. H. Lachos, Carlos A. Abanto-Valle

Publication date 25 October 2011

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-009-0270-4

zbMATH Keywords

EM algorithmMahalanobis distancemeasurement error modelsscale mixtures of normal distributions

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

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Cites work

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Cited in

(24)

• Semiparametric Bayesian inference on generalized linear measurement error models
• Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions
• On diagnostics in multivariate measurement error models under asymmetric heavy-tailed distributions
• On 1/f noise
• Bayesian local influence for spatial autoregressive models with heteroscedasticity
• Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions
• Robust Bayesian model selection for heavy-tailed linear regression using finite mixtures
• On estimation of measurement error models with replication under heavy-tailed distributions
• Mixtures of multivariate contaminated normal regression models
• Approximate bounded influence estimation for longitudinal data with outliers and measurement errors
• Generalized linear mixed models for correlated binary data with t-link
• Influence diagnostics for Student-t censored linear regression models
• scientific article; zbMATH DE number 4155688 (Why is no real title available?)
• Local influence in null intercept measurement error regression under a student_t model
• On estimation of a heteroscedastic measurement error model under heavy-tailed distributions
• Improved likelihood ratio tests in a measurement error model for multivariate replicated data
• Influence diagnostics for the structural sharpe model under normal/independent distributions
• Robust replicated heteroscedastic measurement error model using heavy-tailed distribution
• Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions
• Seemingly unrelated clusterwise linear regression for contaminated data
• Local Influence in Regression Models with Measurement Errors and Censored Data Considering the Student–t Distribution
• Robust Bayesian inference for multivariate longitudinal data by using normal/independent distributions
• Local influence for functional comparative calibration models with replicated data
• On estimation and influence diagnostics for the Grubbs' model under heavy-tailed distributions

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