Using the Box-Cox t distribution in GAMLSS to model skewness and kurtosis

DOI10.1191/1471082X06st122oaOpenAlexW2064858538MaRDI QIDQ4970714

Unnamed Author, Robert A. Rigby

Publication date: 7 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1191/1471082x06st122oa

zbMATH Keywords

regression quantilespenalized likelihoodgeneralized additive modelsnon-linear modelcubic smoothing splinesreference curvesLMS methodcentile estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (16)

Box-Cox symmetric distributions and applications to nutritional data ⋮ Function compositional adjustments of conditional quantile curves ⋮ Principal component regression in GAMLSS applied to Greek–German government bond yield spreads ⋮ Quantile modeling through multivariate log‐normal/independent linear regression models with application to newborn data ⋮ Non-nested hypothesis testing inference for GAMLSS models ⋮ An extension of the partially linear Rice regression model for bimodal and correlated data ⋮ A comparison of statistical methods for age-specific reference values of discrete scales ⋮ A primer on Bayesian distributional regression ⋮ GAMLSS: A distributional regression approach ⋮ Discussion: A comparison of GAMLSS with quantile regression ⋮ Box-Cox elliptical distributions with application ⋮ Box-Cox \(t\) random intercept model for estimating usual nutrient intake distributions ⋮ Bucket plot: a visual tool for skewness and kurtosis comparisons ⋮ Automatic differentiation of Box-Cox transformations with application to random effects models for continuous non-normal response ⋮ Pragmatic model transformations for analyzing bounded and positive responses ⋮ A semiparametric approach for joint modeling of median and skewness

Uses Software

• R
• GAMLSS
• Worm plot

Cites Work

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• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• A Skew Extension of the T-Distribution, with Applications
• Inferential Aspects of the Skew Exponential Power Distribution
• Generalized Additive Models for Location, Scale and Shape
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION

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