Search Results - subject:"Likelihood displacement"

Influence Diagnostics in GARCH Processes

Zhang, Xibin; King, Maxwell L. - Department of Econometrics and Business Statistics, … - 2002

likelihood displacement in a regression model. Using the proposed diagnostic, we study the local influence in the GARCH model …

Persistent link: https://www.econbiz.de/10005427627

Local influence in null intercept measurement error regression under a student_t model

Labra, Filidor; Aoki, Reiko; Bolfarine, Heleno - In: Journal of Applied Statistics 32 (2005) 7, pp. 723-740

In this paper we discuss the application of local influence in a measurement error regression model with null intercepts under a Student_t model with dependent populations. The Student_t distribution is a robust alternative to modelling data sets involving errors with longer than Normal tails....

Persistent link: https://www.econbiz.de/10005458133

On influence diagnostic in univariate elliptical linear regression models

Galea, Manuel; Paula, Gilberto; Uribe-Opazo, Miguel - In: Statistical Papers 44 (2003) 1, pp. 23-45

Persistent link: https://www.econbiz.de/10005167177

Covariate Transformation Diagnostics for Generalized Linear Models

Lee, Andy; Yick, John - In: Annals of the Institute of Statistical Mathematics 51 (1999) 2, pp. 383-398

Persistent link: https://www.econbiz.de/10005616229