Influence measures in nonparametric regression model with symmetric random errors
In this paper we present several diagnostic measures for the class of nonparametric regression models with symmetric random errors, which includes all continuous and symmetric distributions. In particular, we derive some diagnostic measures of global influence such as residuals, leverage values, Coo...
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| Formato: | Artículo |
| Lenguaje: | inglés |
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2022
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| _version_ | 1881508851608453120 |
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| author | Ibacache‐Pulgar, Germán Villegas, Cristian López Gonzales, Javier Linkolk Moraga, Magaly |
| author_browse | Ibacache‐Pulgar, Germán López Gonzales, Javier Linkolk Moraga, Magaly Villegas, Cristian |
| author_facet | Ibacache‐Pulgar, Germán Villegas, Cristian López Gonzales, Javier Linkolk Moraga, Magaly |
| author_sort | Ibacache‐Pulgar, Germán |
| collection | Producción científica |
| description | In this paper we present several diagnostic measures for the class of nonparametric regression models with symmetric random errors, which includes all continuous and symmetric distributions. In particular, we derive some diagnostic measures of global influence such as residuals, leverage values, Cook’s distance and the influence measure proposed by Peña (Technometrics 47(1):1–12, 2005) to measure the influence of an observation when it is influenced by the rest of the observations. A simulation study to evaluate the effectiveness of the diagnostic measures is presented. In addition, we develop the local influence measure to assess the sensitivity of the maximum penalized likelihood estimator of smooth function. Finally, an example with real data is given for illustration. |
| format | Article |
| id | oai:cris.upeu.edu.pe:20.500.15037/1334 |
| institution | UPeU |
| language | English |
| publishDate | 2022 |
| publishDateRange | 2022 |
| publishDateSort | 2022 |
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| spelling | oai:cris.upeu.edu.pe:20.500.15037/13342026-10-30T16:15:36ZInfluence measures in nonparametric regression model with symmetric random errorsIbacache‐Pulgar, GermánVillegas, CristianLópez Gonzales, Javier LinkolkMoraga, MagalyStatistics, generalStatistical Theory and MethodsStatistics for BusinessManagementEconomicsFinanceInsuranceStatistics for EngineeringPhysicsComputer ScienceChemistry and Earth SciencesStatistics for Life SciencesMedicineHealth SciencesStatistics for Social SciencesHumanitiesLawIn this paper we present several diagnostic measures for the class of nonparametric regression models with symmetric random errors, which includes all continuous and symmetric distributions. In particular, we derive some diagnostic measures of global influence such as residuals, leverage values, Cook’s distance and the influence measure proposed by Peña (Technometrics 47(1):1–12, 2005) to measure the influence of an observation when it is influenced by the rest of the observations. A simulation study to evaluate the effectiveness of the diagnostic measures is presented. In addition, we develop the local influence measure to assess the sensitivity of the maximum penalized likelihood estimator of smooth function. Finally, an example with real data is given for illustration.Article10.1007/s10260-022-00648-zhttps://hdl.handle.net/20.500.15037/1334W4283523501enStatistical Methods & Applications1613-981X1618-25102022-06-252026-06-13T09:53:42Z2026-06-13T09:53:42Z |
| spellingShingle | Statistics, general Statistical Theory and Methods Statistics for Business Management Economics Finance Insurance Statistics for Engineering Physics Computer Science Chemistry and Earth Sciences Statistics for Life Sciences Medicine Health Sciences Statistics for Social Sciences Humanities Law Ibacache‐Pulgar, Germán Villegas, Cristian López Gonzales, Javier Linkolk Moraga, Magaly Influence measures in nonparametric regression model with symmetric random errors |
| title | Influence measures in nonparametric regression model with symmetric random errors |
| title_full | Influence measures in nonparametric regression model with symmetric random errors |
| title_fullStr | Influence measures in nonparametric regression model with symmetric random errors |
| title_full_unstemmed | Influence measures in nonparametric regression model with symmetric random errors |
| title_short | Influence measures in nonparametric regression model with symmetric random errors |
| title_sort | influence measures in nonparametric regression model with symmetric random errors |
| topic | Statistics, general Statistical Theory and Methods Statistics for Business Management Economics Finance Insurance Statistics for Engineering Physics Computer Science Chemistry and Earth Sciences Statistics for Life Sciences Medicine Health Sciences Statistics for Social Sciences Humanities Law |
| topic_facet | Statistics, general Statistical Theory and Methods Statistics for Business Management Economics Finance Insurance Statistics for Engineering Physics Computer Science Chemistry and Earth Sciences Statistics for Life Sciences Medicine Health Sciences Statistics for Social Sciences Humanities Law |
| url | https://hdl.handle.net/20.500.15037/1334 |
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