Nonlinear‎ ‎Regression Models Based on Slash‎ ‎Skew-Elliptical Errors

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:

‎In this paper‎, ‎the nonlinear regression models when the model errors follow a slash‎ ‎skew-elliptical distribution‎, ‎are considered‎. ‎In the special case‎ ‎of nonlinear regression models under slash skew-t distribution‎, ‎we‎ ‎present some distributional properties‎, ‎and to estimate their‎ ‎parameters‎, ‎we use an EM-type algorithm‎. ‎Also‎, ‎to find the‎ ‎estimation errors‎, ‎we derive the observed information matrix‎ ‎analytically‎. ‎To describe the influence of the observations on the‎ ‎ML estimates‎, ‎we use a sensitivity analysis‎. ‎Finally‎, ‎we conduct‎ ‎some simulation studies and a real data analysis to show the‎ ‎performance of the proposed model‎.

Language:
English
Published:
Journal of Iranian Statistical Society, Volume:17 Issue: 2, 2018
Pages:
13 to 35
https://www.magiran.com/p2169514