IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v53y2012i3p665-683.html
   My bibliography  Save this article

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

Author

Listed:
  • Camila Zeller
  • Rignaldo Carvalho
  • Victor Lachos

Abstract

No abstract is available for this item.

Suggested Citation

  • 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
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00362-011-0371-8
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00362-011-0371-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. 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.
    3. 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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Camila Zeller & Victor Lachos & Filidor Labra, 2014. "Influence diagnostics for Grubbs’s model with asymmetric heavy-tailed distributions," Statistical Papers, Springer, vol. 55(3), pages 671-690, August.
    2. 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.
    3. Graciliano M. S. Louredo & Camila B. Zeller & Clécio S. Ferreira, 2022. "Estimation and Influence Diagnostics for the Multivariate Linear Regression Models with Skew Scale Mixtures of Normal Distributions," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(1), pages 204-242, May.
    4. Cancho, Vicente G. & Dey, Dipak K. & Lachos, Victor H. & Andrade, Marinho G., 2011. "Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 588-602, January.
    5. 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.
    6. Zeller, Camila B. & Labra, Filidor V. & Lachos, Victor H. & Balakrishnan, N., 2010. "Influence analyses of skew-normal/independent linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1266-1280, May.
    7. Russo, Cibele M. & Paula, Gilberto A. & Aoki, Reiko, 2009. "Influence diagnostics in nonlinear mixed-effects elliptical models," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4143-4156, October.
    8. Lee, Sik-Yum & Lu, Bin & Song, Xin-Yuan, 2006. "Assessing local influence for nonlinear structural equation models with ignorable missing data," Computational Statistics & Data Analysis, Elsevier, vol. 50(5), pages 1356-1377, March.
    9. Lucia Santana & Filidor Vilca & V�ctor Leiva, 2011. "Influence analysis in skew-Birnbaum--Saunders regression models and applications," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(8), pages 1633-1649, July.
    10. Matos, Larissa A. & Bandyopadhyay, Dipankar & Castro, Luis M. & Lachos, Victor H., 2015. "Influence assessment in censored mixed-effects models using the multivariate Student’s-t distribution," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 104-117.
    11. Clécio da Silva Ferreira & Gilberto A. Paula & Gustavo C. Lana, 2022. "Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors," Computational Statistics, Springer, vol. 37(1), pages 445-468, March.
    12. Vasconcellos, Klaus L.P. & Zea Fernandez, L.M., 2009. "Influence analysis with homogeneous linear restrictions," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3787-3794, September.
    13. 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.
    14. Patricia Giménez & María Patat, 2014. "Local influence for functional comparative calibration models with replicated data," Statistical Papers, Springer, vol. 55(2), pages 431-454, May.
    15. Baishuai Zuo & Narayanaswamy Balakrishnan & Chuancun Yin, 2023. "An analysis of multivariate measures of skewness and kurtosis of skew-elliptical distributions," Papers 2311.18176, arXiv.org.
    16. Azzalini, Adelchi, 2022. "An overview on the progeny of the skew-normal family— A personal perspective," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    17. Zeinolabedin Najafi & Karim Zare & Mohammad Reza Mahmoudi & Soheil Shokri & Amir Mosavi, 2022. "Inference and Local Influence Assessment in a Multifactor Skew-Normal Linear Mixed Model," Mathematics, MDPI, vol. 10(15), pages 1-21, August.
    18. Giménez, Patricia & Galea, Manuel, 2013. "Influence measures on corrected score estimators in functional heteroscedastic measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 1-15.
    19. Matos, Larissa A. & Lachos, Victor H. & Balakrishnan, N. & Labra, Filidor V., 2013. "Influence diagnostics in linear and nonlinear mixed-effects models with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 450-464.
    20. Clécio S. Ferreira & Gilberto A. Paula, 2017. "Estimation and diagnostic for skew-normal partially linear models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(16), pages 3033-3053, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:53:y:2012:i:3:p:665-683. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.