A new regression model for positive random variables with skewed and long tail

DOI10.1007/S40300-021-00203-YOpenAlexW3134549093MaRDI QIDQ2061388

Manoel Santos-Neto, Mário de Castro, Marcelo Bourguignon

Publication date: 13 December 2021

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.07734

zbMATH Keywords

maximum likelihood estimatorvariance functionlocal influenceregression modelsresidualsbeta prime distributiongeneralized beta of the second kind

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

A new approach to modeling positive random variables with repeated measures ⋮ A misspecification test for beta prime regression models ⋮ Improved estimators in beta prime regression models ⋮ The negative binomial beta prime regression model with cure rate: application with a melanoma dataset

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