Modelos lineares com erros slash-elÃpticos: uma abordagem em influÃncia local

AUTOR(ES)

Izabel Cristina Alcantara de Souza

DATA DE PUBLICAÇÃO

2009

RESUMO

We propose a linear regression model with distribution of errors slash-elliptical. The slash-elliptical distribution was recently proposed by GÃmez, Quintana and Torres (2007). The main feature of the slash-elliptical distribution is to have greater flexibility in the degree of kurtosis front the elliptical distributions, and include the elliptical family as a limit case. We developed the methodology of estimation, hypothesis testing and analysis of residuals. Some diagnostic measures are introduced. Finally, practical applications that employ real data are presented to illustrate the proposed methodology.

ASSUNTO(S)

local influence estatistica diagnÃstico slash-elliptical distribution diagnostic influÃncia local distribuiÃÃo slash-elÃptica

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