Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors
Clécio S. Ferreira, Gilberto A. Paula, Gustavo C. Lana
Topics & Concepts
Autoregressive modelSkewMathematicsApplied mathematicsExpectation–maximization algorithmNonparametric statisticsAlgorithmLinear modelEstimation theoryMathematical optimizationComputer scienceStatisticsMaximum likelihoodTelecommunicationsStatistical Distribution Estimation and ApplicationsOptimal Experimental Design MethodsStatistical Methods and Bayesian Inference