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On diagnostics in multivariate measurement error models under asymmetric heavy-tailed distributions

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  • Camila Zeller
  • Rignaldo Carvalho
  • Victor Lachos

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  • Camila Zeller & Rignaldo Carvalho & Victor Lachos, 2012. "On diagnostics in multivariate measurement error models under asymmetric heavy-tailed distributions," Statistical Papers, Springer, vol. 53(3), pages 665-683, August.
    • Handle: RePEc:spr:stpapr:v:53:y:2012:i:3:p:665-683
    DOI: 10.1007/s00362-011-0371-8
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    References listed on IDEAS

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    1. Osorio, Felipe & Paula, Gilberto A. & Galea, Manuel, 2009. "On estimation and influence diagnostics for the Grubbs' model under heavy-tailed distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1249-1263, February.
    2. Lourdes Montenegro & Víctor Lachos & Heleno Bolfarine, 2010. "Inference for a skew extension of the Grubbs model," Statistical Papers, Springer, vol. 51(3), pages 701-715, September.
    3. Lee, Sik-Yum & Xu, Liang, 2004. "Influence analyses of nonlinear mixed-effects models," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 321-341, March.
    4. C. B. Zeller & V. H. Lachos & F. E. Vilca-Labra, 2011. "Local influence analysis for regression models with scale mixtures of skew-normal distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(2), pages 343-368, October.
    5. Xie, Feng-Chang & Wei, Bo-Cheng & Lin, Jin-Guan, 2009. "Homogeneity diagnostics for skew-normal nonlinear regression models," Statistics & Probability Letters, Elsevier, vol. 79(6), pages 821-827, March.
    6. Branco, Márcia D. & Dey, Dipak K., 2001. "A General Class of Multivariate Skew-Elliptical Distributions," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 99-113, October.
    7. Hong‐Tu Zhu & Sik‐Yum Lee, 2001. "Local influence for incomplete data models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(1), pages 111-126.
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    Cited by:

    1. Chunzheng Cao & Yahui Wang & Jian Qing Shi & Jinguan Lin, 2018. "Measurement Error Models for Replicated Data Under Asymmetric Heavy-Tailed Distributions," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 531-553, August.
    2. Chunzheng Cao & Mengqian Chen & Yahui Wang & Jian Qing Shi, 2018. "Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions," Computational Statistics, Springer, vol. 33(1), pages 319-338, March.
    3. Yuebao Wang & Hui Xu & Dongya Cheng & Changjun Yu, 2018. "The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands," Statistical Papers, Springer, vol. 59(1), pages 99-126, March.

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