Showing 1 - 10 of 54
In this paper, we discuss the extension of some diagnostic procedures to symmetrical nonlinear regression models. This class provides a useful generalization of normal nonlinear regression models since the location parameter continues to be the mean (when it exists) and the error distributions...
Persistent link: https://www.econbiz.de/10005254359
We discuss in this paper heteroscedastic linear models with symmetrical errors. The symmetrical class includes all symmetrical continuous distributions such as normal, Student-t, power exponential, logistics I and II, contaminated normal, so on. The variety of error distributions with different...
Persistent link: https://www.econbiz.de/10005259188
In this paper, we propose nonlinear elliptical models for correlated data with heteroscedastic and/or autoregressive structures. Our aim is to extend the models proposed by Russo <italic>et al.</italic> 22 by considering a more sophisticated scale structure to deal with variations in data dispersion and/or a...
Persistent link: https://www.econbiz.de/10010976051
Persistent link: https://www.econbiz.de/10001725496
Persistent link: https://www.econbiz.de/10005130807
Persistent link: https://www.econbiz.de/10005172323
The Grubbs' measurement model is frequently used to compare several measuring devices. It is common to assume that the random terms have a normal distribution. However, such assumption makes the inference vulnerable to outlying observations, whereas scale mixtures of normal distributions have...
Persistent link: https://www.econbiz.de/10005172738
Persistent link: https://www.econbiz.de/10012159062
In this work we present theoretical details of a general residual for symmetric nonlinear regression models. This class of models includes all symmetric continuous distributions such as normal, Student-t, Pearson VII, power exponential and logistic. Such regression models are used for the...
Persistent link: https://www.econbiz.de/10005259248
The aim of this paper is to derive diagnostic procedures based on case-deletion model for symmetrical nonlinear regression models, which complements Galea et al. (2005) that developed local influence diagnostics under some perturbation schemes. This class of models includes all symmetric...
Persistent link: https://www.econbiz.de/10008550882