Diagnostics for skew-normal nonlinear regression models with AR(1) errors

DOI10.1016/J.CSDA.2009.06.010MaRDI QIDQ961944zbMATH OpenOpenAlexFDO

Authors Feng-Chang Xie, Jinguan Lin, Bocheng Wei

Publication date 1 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.06.010

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(28)

• Homogeneity diagnostics for skew-normal nonlinear regression models
• Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors
• Likelihood inference of nonlinear models based on a class of flexible skewed distributions
• Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application
• Empirical Bayes estimation in regression models with generalized skew-slash errors
• Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic
• Variable selection in joint location and scale models of the skew-\(t\)-normal distribution
• Skew-normal partial functional linear model and homogeneity test
• Skew-normal semiparametric varying coefficient model and score test
• Statistical diagnostics for skew-t-normal nonlinear models
• Variable selection in joint location, scale and skewness models of the skew-normal distribution
• Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors
• Bayesian inference for joint location and scale nonlinear models with skew-normal errors
• Nonlinear regression models based on scale mixtures of skew-normal distributions
• A robust class of homoscedastic nonlinear regression models
• A new skew generalization of the normal distribution: properties and applications
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• Variable selection in joint location and scale models of the skew-normal distribution
• AR(1) model with skew-normal innovations
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• Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions
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• Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: estimation and case influence diagnostics
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• A Bayesian approach on the two-piece scale mixtures of normal homoscedastic nonlinear regression models
• Nonlinear regression models under skew scale mixtures of normal distributions

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