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On estimation and local influence analysis for measurement errors models under heavy-tailed distributions

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  • V. Lachos
  • T. Angolini
  • C. Abanto-Valle

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  • V. Lachos & T. Angolini & C. Abanto-Valle, 2011. "On estimation and local influence analysis for measurement errors models under heavy-tailed distributions," Statistical Papers, Springer, vol. 52(3), pages 567-590, August.
    • Handle: RePEc:spr:stpapr:v:52:y:2011:i:3:p:567-590
    DOI: 10.1007/s00362-009-0270-4
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    References listed on IDEAS

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    1. Berkane, Maia & Kano, Yutaka & Bentler, Peter M., 1994. "Pseudo maximum likelihood estimation in elliptical theory: Effects of misspecification," Computational Statistics & Data Analysis, Elsevier, vol. 18(2), pages 255-267, September.
    2. Sik-Yum Lee & Nian-Sheng Tang, 2004. "Local influence analysis of nonlinear structural equation models," Psychometrika, Springer;The Psychometric Society, vol. 69(4), pages 573-592, December.
    3. W.‐Y. Poon & Y. S. Poon, 1999. "Conformal normal curvature and assessment of local influence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 51-61.
    4. Lu, Bin & Song, Xin-Yuan, 2006. "Local influence analysis of multivariate probit latent variable models," Journal of Multivariate Analysis, Elsevier, vol. 97(8), pages 1783-1798, September.
    5. Roderick J. A. Little, 1988. "Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 37(1), pages 23-38, March.
    6. Osorio, Felipe & Paula, Gilberto A. & Galea, Manuel, 2007. "Assessment of local influence in elliptical linear models with longitudinal structure," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4354-4368, May.
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    Citations

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    Cited by:

    1. Nian-Sheng Tang & De-Wang Li & An-Min Tang, 2017. "Semiparametric Bayesian inference on generalized linear measurement error models," Statistical Papers, Springer, vol. 58(4), pages 1091-1113, December.
    2. Antonio Punzo & Salvatore Ingrassia & Antonello Maruotti, 2021. "Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions," Statistical Papers, Springer, vol. 62(3), pages 1519-1555, June.
    3. Xiaowen Dai & Libin Jin & Maozai Tian & Lei Shi, 2019. "Bayesian Local Influence for Spatial Autoregressive Models with Heteroscedasticity," Statistical Papers, Springer, vol. 60(5), pages 1423-1446, October.
    4. Jin-Guan Lin & Chun-Zheng Cao, 2013. "On estimation of measurement error models with replication under heavy-tailed distributions," Computational Statistics, Springer, vol. 28(2), pages 809-829, April.
    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. Gabriele Perrone & Gabriele Soffritti, 2023. "Seemingly unrelated clusterwise linear regression for contaminated data," Statistical Papers, Springer, vol. 64(3), pages 883-921, June.
    7. 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.
    8. Angelo Mazza & Antonio Punzo, 2020. "Mixtures of multivariate contaminated normal regression models," Statistical Papers, Springer, vol. 61(2), pages 787-822, April.
    9. 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.

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