Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/60175
Type: Artigo de periódico
Title: Influence analysis in skew-Birnbaum-Saunders regression models and applications
Author: Santana, L
Vilca, F
Leiva, V
Abstract: In this paper, we propose a method to assess influence in skew-Birnbaum-Saunders regression models, which are an extension based on the skew-normal distribution of the usual Birnbaum-Saunders (BS) regression model. An interesting characteristic that the new regression model has is the capacity of predicting extreme percentiles, which is not possible with the BS model. In addition, since the observed likelihood function associated with the new regression model is more complex than that from the usual model, we facilitate the parameter estimation using a type-EM algorithm. Moreover, we employ influence diagnostic tools that considers this algorithm. Finally, a numerical illustration includes a brief simulation study and an analysis of real data in order to show the proposed methodology.
Subject: EM algorithm
extreme percentiles
local influence
sinh-normal distribution
skew-normal distribution
Country: Inglaterra
Editor: Taylor & Francis Ltd
Rights: fechado
Identifier DOI: 10.1080/02664763.2010.515679
Date Issue: 2011
Appears in Collections:Unicamp - Artigos e Outros Documentos

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