Title
Nonlinear regression models based on scale mixtures of skew-normal distributions
Date Issued
01 March 2011
Access level
metadata only access
Resource Type
journal article
Author(s)
Universidade Federal de Rio de Janeiro
Publisher(s)
Korean Statistical Society
Abstract
An extension of some standard likelihood based procedures to nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the symmetrical nonlinear regression models since the random terms distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented and the observed information matrix is derived analytically. In order to examine the robust aspect of this flexible class against outlying and influential observations, some simulation studies have also been presented. Finally, an illustration of the methodology is given considering a data set previously analyzed under normal and skew-normal nonlinear regression models. © 2010 The Korean Statistical Society.
Start page
115
End page
124
Volume
40
Issue
1
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad
Subjects
Scopus EID
2-s2.0-79251598646
Source
Journal of the Korean Statistical Society
ISSN of the container
1226-3192
Sponsor(s)
This work was supported by FAPESP-Brazil and CNPq- Brazil . The authors are very grateful to two Referees and the Associate Editor for helpful constructive comments and suggestions.
Sources of information:
Directorio de Producción Científica
Scopus