{"id":"https://openalex.org/W4400523210","doi":"https://doi.org/10.1007/s00180-024-01504-2","title":"Bayesian diagnostics in a partially linear model with first-order autoregressive skew-normal errors","display_name":"Bayesian diagnostics in a partially linear model with first-order autoregressive skew-normal errors","publication_year":2024,"publication_date":"2024-07-11","ids":{"openalex":"https://openalex.org/W4400523210","doi":"https://doi.org/10.1007/s00180-024-01504-2"},"language":"en","primary_location":{"id":"doi:10.1007/s00180-024-01504-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00180-024-01504-2","pdf_url":null,"source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100622988","display_name":"Yonghui Liu","orcid":"https://orcid.org/0000-0003-4562-5410"},"institutions":[{"id":"https://openalex.org/I905225518","display_name":"Shanghai University of International Business and Economics","ror":"https://ror.org/031t68441","country_code":"CN","type":"education","lineage":["https://openalex.org/I905225518"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yonghui Liu","raw_affiliation_strings":["School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai, China","institution_ids":["https://openalex.org/I905225518"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101617112","display_name":"Jiawei Lu","orcid":"https://orcid.org/0009-0004-9048-3743"},"institutions":[{"id":"https://openalex.org/I905225518","display_name":"Shanghai University of International Business and Economics","ror":"https://ror.org/031t68441","country_code":"CN","type":"education","lineage":["https://openalex.org/I905225518"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiawei Lu","raw_affiliation_strings":["School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai, China","institution_ids":["https://openalex.org/I905225518"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5038534128","display_name":"Gilberto A. Paula","orcid":"https://orcid.org/0000-0002-9906-9942"},"institutions":[{"id":"https://openalex.org/I17974374","display_name":"Universidade de S\u00e3o Paulo","ror":"https://ror.org/036rp1748","country_code":"BR","type":"education","lineage":["https://openalex.org/I17974374"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Gilberto A. Paula","raw_affiliation_strings":["Institute of Mathematics and Statistics, University of S\u00e3o Paulo, S\u00e3o Paulo, Brazil"],"affiliations":[{"raw_affiliation_string":"Institute of Mathematics and Statistics, University of S\u00e3o Paulo, S\u00e3o Paulo, Brazil","institution_ids":["https://openalex.org/I17974374"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5035954014","display_name":"Shuangzhe Liu","orcid":"https://orcid.org/0000-0002-4858-2789"},"institutions":[{"id":"https://openalex.org/I188329596","display_name":"University of Canberra","ror":"https://ror.org/04s1nv328","country_code":"AU","type":"education","lineage":["https://openalex.org/I188329596"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Shuangzhe Liu","raw_affiliation_strings":["Faculty of Science and Technology, University of Canberra, Canberra, Australia"],"affiliations":[{"raw_affiliation_string":"Faculty of Science and Technology, University of Canberra, Canberra, Australia","institution_ids":["https://openalex.org/I188329596"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5100622988"],"corresponding_institution_ids":["https://openalex.org/I905225518"],"apc_list":{"value":2490,"currency":"EUR","value_usd":3090},"apc_paid":null,"fwci":0.7364,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.72159763,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":"40","issue":"2","first_page":"1021","last_page":"1051"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.9965000152587891,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.9965000152587891,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9940000176429749,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9912999868392944,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.8106250762939453},{"id":"https://openalex.org/keywords/skew","display_name":"Skew","score":0.719939112663269},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.6418094038963318},{"id":"https://openalex.org/keywords/nonlinear-autoregressive-exogenous-model","display_name":"Nonlinear autoregressive exogenous model","score":0.49670177698135376},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.48880431056022644},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4731805622577667},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.44200581312179565},{"id":"https://openalex.org/keywords/star-model","display_name":"STAR model","score":0.4334678053855896},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3633386492729187},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.33508944511413574},{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.1733066439628601},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.15982985496520996}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.8106250762939453},{"id":"https://openalex.org/C43711488","wikidata":"https://www.wikidata.org/wiki/Q7534783","display_name":"Skew","level":2,"score":0.719939112663269},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.6418094038963318},{"id":"https://openalex.org/C42536954","wikidata":"https://www.wikidata.org/wiki/Q7049462","display_name":"Nonlinear autoregressive exogenous model","level":3,"score":0.49670177698135376},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.48880431056022644},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4731805622577667},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.44200581312179565},{"id":"https://openalex.org/C194657046","wikidata":"https://www.wikidata.org/wiki/Q7394685","display_name":"STAR model","level":4,"score":0.4334678053855896},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3633386492729187},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.33508944511413574},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.1733066439628601},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.15982985496520996},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00180-024-01504-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00180-024-01504-2","pdf_url":null,"source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:compst:v:40:y:2025:i:2:d:10.1007_s00180-024-01504-2","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s00180-024-01504-2","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":35,"referenced_works":["https://openalex.org/W1423766661","https://openalex.org/W1494281971","https://openalex.org/W1977456601","https://openalex.org/W1999975842","https://openalex.org/W2037606615","https://openalex.org/W2058873683","https://openalex.org/W2063962065","https://openalex.org/W2064422634","https://openalex.org/W2067711363","https://openalex.org/W2077321682","https://openalex.org/W2080408999","https://openalex.org/W2102386709","https://openalex.org/W2112126852","https://openalex.org/W2115931340","https://openalex.org/W2125237257","https://openalex.org/W2489605225","https://openalex.org/W2551778499","https://openalex.org/W2564844158","https://openalex.org/W2587708847","https://openalex.org/W2885977168","https://openalex.org/W3023984115","https://openalex.org/W3159757662","https://openalex.org/W3182486763","https://openalex.org/W3208512552","https://openalex.org/W4211213775","https://openalex.org/W4220770361","https://openalex.org/W4224274341","https://openalex.org/W4232168968","https://openalex.org/W4248681815","https://openalex.org/W4249982841","https://openalex.org/W4255559771","https://openalex.org/W4256170606","https://openalex.org/W4312181000","https://openalex.org/W4366400964","https://openalex.org/W4375841176"],"related_works":["https://openalex.org/W2439807930","https://openalex.org/W2606910468","https://openalex.org/W3116827148","https://openalex.org/W3120843198","https://openalex.org/W4287185323","https://openalex.org/W304218021","https://openalex.org/W3123153965","https://openalex.org/W2111126525","https://openalex.org/W2154965898","https://openalex.org/W2098152933"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2025-12-22T23:10:17.713674","created_date":"2025-10-10T00:00:00"}