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Linear regression models with slash-elliptical errors

Alcantara, Izabel Cristina; Cysneiros, Francisco José A. - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 153-164

estimation, hypothesis testing, generalized leverage and residuals for the proposed model. In the analysis of local influence, we …

Persistent link: https://www.econbiz.de/10011056423

Hybrid Statistical Testing for Nuclear Material Accounting Data and/or Process Monitoring Data in Nuclear Safeguards

Burr, Tom; Hamada, Michael S.; Ticknor, Larry; … - In: Energies 8 (2015) 1, pp. 501-528

combining PM residuals and NMA residuals (residual = measurement − prediction), using a hybrid of period-driven and data …-driven hypothesis testing. The modified statistical tests can be used on time series of NMA residuals (the NMA residual is the familiar … material balance), or on a combination of PM and NMA residuals. The PM residuals can be generated on a fixed time schedule or …

Persistent link: https://www.econbiz.de/10011119913

L1-consistent estimation of the density of residuals in random design regression models

Devroye, Luc; Felber, Tina; Kohler, Michael; Krzyżak, Adam - In: Statistics & Probability Letters 82 (2012) 1, pp. 173-179

kernel density estimate applied to residuals of a consistent regression estimate converges with probability 1 to 0 regardless …

Persistent link: https://www.econbiz.de/10011040025

Residuals in the growth curve model

Rosen, Dietrich - In: Annals of the Institute of Statistical Mathematics 47 (1995) 1, pp. 129-136

Persistent link: https://www.econbiz.de/10005395652

The empirical distribution function and partial sum process of residuals from a stationary arch with drift process

Kawczak, Janusz; Kulperger, Reg; Yu, Hao - In: Annals of the Institute of Statistical Mathematics 57 (2005) 4, pp. 747-765

Persistent link: https://www.econbiz.de/10005395698

Some distribution theory results for a regression model

Joshi, Prakash - In: Annals of the Institute of Statistical Mathematics 27 (1975) 1, pp. 309-317

Persistent link: https://www.econbiz.de/10005395803

Testing for Multivariate Autocorrelation

Holgersson, H. E. T. - In: Journal of Applied Statistics 31 (2004) 4, pp. 379-395

This paper concerns the problem of assessing autocorrelation of multivariate (i.e. systemwise) models. It is well known that systemwise diagnostic tests for autocorrelation often suffers from poor small sample properties in the sense that the true size overstates the nominal size. The failure of...

Persistent link: https://www.econbiz.de/10005278918

Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics

Atkinson, Anthony - In: Econometric Reviews 28 (2009) 1-3, pp. 21-39

The article illustrates the use of the forward search to provide robust analyses of econometric data. The emphasis is on informative plots that reveal the inferential importance of each observation. The division of observations into “good” and “bad” leverage points is shown to be...

Persistent link: https://www.econbiz.de/10005476108

Measuring Abnormal Performance on the Australian Securities Market

Shevlin, Terrence J. - In: Australian Journal of Management 6 (1981) 1, pp. 67-108

This paper reports the results of simulation tests on various models that have been employed by researchers in testing the share market response to information releases. The study employs methodology similar to that used by Brown and Warner (1980) in the United States. This study based on...

Persistent link: https://www.econbiz.de/10011135742