Autori
Ibacache-Pulgar, German
Villegas, Cristian
Lopez-Gonzales, Javier Linkolk
Moraga, Magaly

Titolo
Influence measures in nonparametric regression model with symmetric random errors
Periodico
Statistical methods & applications : Journal of the Italian Statistical Society
Anno: 2023 - Volume: 32 - Fascicolo: 1 - Pagina iniziale: 1 - Pagina finale: 25

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.



SICI: 1618-2510(2023)32:1<1:IMINRM>2.0.ZU;2-D

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