Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/328024
Type: Artigo
Title: Nonlinear Regression Models Under Skew Scale Mixtures Of Normal Distributions
Author: Ferreira
Clecio S.; Lachos
Victor H.
Abstract: Normal nonlinear regression models are applied in some areas of the sciences and engineering to explain or describe the phenomena under study. However, it is well known that several phenomena are not always represented by the normal model due to lack of symmetry or the presence of heavy- and light-tailed distributions related to the normal law in the data. This paper proposes an extension of nonlinear regression models using the skew-scale mixtures of normal (SSMN) distributions proposed by Ferreira et al. (2011). This class of models provides a useful generalization of the symmetrical nonlinear regression models since the random term distributions cover both asymmetric and heavy-tailed distributions, such as the skew-t-normal, skew-slash and skew-contaminated normal, among others. An expectation-maximization (EM) algorithm for maximum likelihood (ML) estimates is presented and the observed information matrix is derived analytically. Some simulation studies are presented to examine the performance of the proposed methods, with relation to robustness and asymptotic properties of the ML estimates. Finally, an illustration of the method is presented considering a dataset previously analyzed under normal and skew normal (SN) nonlinear regression models. The main conclusion is that the ML estimates from the heavy tails SSMN nonlinear models are more robust against outlying observations compared to the corresponding SN estimates. (C) 2016 Elsevier B.V. All rights reserved.
Subject: Em Algorithm
Nonlinear Regression Models
Skew-normal Distribution
Skew Scale Mixtures Of Normal Distributions
Editor: Elsevier Science BV
Amsterdam
Rights: fechado
Identifier DOI: 10.1016/j.stamet.2016.08.004
Address: http://www.sciencedirect.com/science/article/pii/S1572312716300260
Date Issue: 2016
Appears in Collections:Unicamp - Artigos e Outros Documentos

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