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

DOI10.1016/J.CSDA.2009.06.010zbMATH Open1453.62253OpenAlexW2004402613MaRDI QIDQ961944FDOQ961944

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

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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 semiparametric varying coefficient model and score test
• Skew-normal partial functional linear model and homogeneity 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
• Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions
• Variable selection in joint location and scale models of the skew-normal distribution
• AR(1) model with skew-normal innovations
• Inference and diagnostics for heteroscedastic nonlinear regression models under skew scale mixtures of normal distributions
• Joint modeling of location and scale parameters of the skew-normal distribution
• Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions
• Estimation and diagnostics for heteroscedastic 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
• Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: estimation and case influence diagnostics
• Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
• Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distribu\-tions
• Nonlinear regression models under skew scale mixtures of normal distributions

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