New Insights for Recursive Residuals

James Freeman, Christos H Skiadas (Editor)

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

The role of recursive residuals in the validation of linear models is well-recognised. Furthermore, their contribution to quality control and change point analysis has become increasingly valued. A new procedure for deriving recursive residuals - assuming data observations are time-ordered - is now presented and its theoretical efficacy established. Relevant results are illustrated across a number of real-life data applications.
Original languageEnglish
Title of host publicationProceedings of the SMTDA Conference
EditorsChristos H Skiadas
Place of PublicationChania
PublisherStochastic Modeling Techniques and Data Analysis
Publication statusPublished - Jun 2010
EventStochastic Modeling Techniques and Data Analysis International Conference - Chania, Crete, Greece
Duration: 8 Jun 201011 Jun 2010

Conference

ConferenceStochastic Modeling Techniques and Data Analysis International Conference
CityChania, Crete, Greece
Period8/06/1011/06/10

Keywords

  • Influence, Leverage, Outliers

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