Three contributions to robust regression diagnostics

DOI10.1515/JAMSI-2015-0013MaRDI QIDQ275538zbMATH OpenOpenAlexFDO

Authors Jan Kalina

Publication date 26 April 2016

Published in Journal of Applied Mathematics, Statistics and Informatics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported

Full work available at URL https://doi.org/10.1515/jamsi-2015-0013

zbMATH Keywords

autocorrelationdiagnostic toolshypothesis testinginstrumental variablesleast trimmed squaresrobust econometricsrobust regression

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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Cites work

• Consistency of the least weighted squares under heteroscedasticity
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 2104326 (Why is no real title available?)
• scientific article; zbMATH DE number 882698 (Why is no real title available?)
• scientific article; zbMATH DE number 3059918 (Why is no real title available?)
• Implicitly weighted methods in robust image analysis
• Power Comparison of Multivariate Wilcoxon-type Tests Based on the Jurečková–Kalina’s Ranks of Distances
• Quantile regression.
• Robust Statistics
• Semiparametrically weighted robust estimation of regression models
• Some diagnostic tools in robust econometrics

Cited in

(6)

• Some diagnostic tools in robust econometrics
• Regression Diagnostic Plots in 3-D
• A comparison of robust model choice criteria within a metalearning study
• Robust Training of Radial Basis Function Neural Networks
• Regularized least weighted squares estimator in linear regression
• Regularization of robust neural networks: Bayesian connections and outlier detection

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