Inference and diagnostics in skew scale mixtures of normal regression models

DOI10.1080/00949655.2013.828057zbMath1457.62209OpenAlexW2076504265MaRDI QIDQ5220734

Heleno Bolfarine, Victor Hugo Lachos, Clécio S. Ferreira

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2013.828057

zbMATH Keywords

EM-algorithmlocal influenceleverageskew scale mixtures of normal distributions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Diagnostics, and linear inference and regression (62J20)

Related Items (12)

Inference and diagnostics for heteroscedastic nonlinear regression models under skew scale mixtures of normal distributions ⋮ Diagnostics analysis for skew-normal linear regression models: applications to a quality of life dataset ⋮ Multivariate cluster weighted models using skewed distributions ⋮ Measurement error in linear regression models with fat tails and skewed errors ⋮ A stochastic approximation ECME algorithm to semi-parametric scale mixtures of centred skew normal regression models ⋮ A robust Birnbaum-Saunders regression model based on asymmetric heavy-tailed distributions ⋮ Nonlinear regression models under skew scale mixtures of normal distributions ⋮ Estimation and diagnostic analysis in skew-generalized-normal regression models ⋮ Mean-shift outliers model in skew scale-mixtures of normal distributions ⋮ Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions ⋮ Estimation and diagnostic for skew-normal partially linear models ⋮ Linear censored regression models with skew scale mixtures of normal distributions

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Cites Work

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• The Hat Matrix in Regression and ANOVA
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• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Local Influence in Linear Mixed Models
• Likelihood-Based Inference for Multivariate Skew-Normal Regression Models

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