Diagnostics for skew-normal nonlinear regression models with AR(1) errors
From MaRDI portal
Publication:961944
DOI10.1016/j.csda.2009.06.010zbMath1453.62253MaRDI QIDQ961944
Jin-Guan Lin, Feng-Chang Xie, Bo-Cheng 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
62-08: Computational methods for problems pertaining to statistics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J02: General nonlinear regression
Related Items
Empirical Bayes Estimation in Regression Models with Generalized Skew-Slash Errors, Estimation and diagnostics for heteroscedastic nonlinear regression models based on 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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Diagnostics for heteroscedasticity in regression
- A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
- A nonlinear regression model with skew-normal errors
- Diagnostics analysis for log-Birnbaum-Saunders regression models
- On the convergence properties of the EM algorithm
- Likelihood-based inference with singular information matrix
- Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
- A New Class of Skew-Normal Distributions
- Regression Models with Time Series Errors
- Varying Dispersion Diagnostics for Inverse Gaussian Regression Models
- Score Tests for Regression Models
- The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present
- Statistical Applications of the Multivariate Skew Normal Distribution
- The multivariate skew-normal distribution
- Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(p, 0, 1) Random Errors
- A new class of multivariate skew distributions with applications to bayesian regression models
- Problems of inference for Azzalini's skewnormal distribution
- POWER FUNCTION FOR INVERSE GAUSSIAN REGRESSION MODELS
- Theory & Methods: Residual Diagnostic Plots for Checking for Model Mis‐specification in Time Series Regression
- GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
- Testing for Heteroscedasticity in Nonlinear Regression Models
- Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
- Inferential Aspects of the Skew Exponential Power Distribution
- Fixed-design regression for linear time series
