APPLICATIONS OF THE SCALE MIXTURES OF SKEW-NORMAL DISTRIBUTIONS IN FACTOR ANALYSIS MODELS

• Grant number: 11/22063-9
• Support type: Scholarships in Brazil - Doctorate
• Effective date (Start): March 01, 2012
• Effective date (End): May 31, 2016
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal Investigator: Víctor Hugo Lachos Dávila
• Grantee: Larissa Avila Matos
• Home Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated scholarship(s): 15/05385-3 - Estimation in mixed-effects models with censored response using scale mixtures of normal distributions, BE.EP.DR

Abstract

The goal of this project is to study relevant aspects of factor analysis models under a classical and Bayesian paradigm using much more robust distributions than the skew-normal one, that is, under the class of scale mixtures of skew-normal distributions (Branco and Dey, 200; Lachos Ghosh and Arellano-Valle, 2001). In addition, Bayesian diagnostics studies will be considered based on the divergence of Kullback - Leibler, as discussed in Lachos, Bandyopadhyay and Dey (2011) and Lachos, Bandyopadhyay, Dey and Castro (2011). In the estimation process, we will use the EM algorithm and Gibbs sampler with implementation in R and WinBUGS.

Scientific publications

(4)

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

MATOS, LARISSA A.; LACHOS, VICTOR H.; LIN, TSUNG-I; CASTRO, LUIS M. Heavy-tailed longitudinal regression models for censored data: a robust parametric approach. TEST, v. 28, n. 3, p. 844-878, SEP 2019. Web of Science Citations: 0.

MATOS, LARISSA A.; CASTRO, LUIS M.; CABRAL, CELSO R. B.; LACHOS, VICTOR H. Multivariate measurement error models based on Student-t distribution under censored responses. STATISTICS, v. 52, n. 6, p. 1395-1416, 2018. Web of Science Citations: 0.

MATOS, LARISSA A.; CASTRO, LUIS M.; LACHOS, VICTOR H. Censored mixed-effects models for irregularly observed repeated measures with applications to HIV viral loads. TEST, v. 25, n. 4, p. 627-653, DEC 2016. Web of Science Citations: 2.

MATOS, LARISSA A.; BANDYOPADHYAY, DIPANKAR; CASTRO, LUIS M.; LACHOS, VICTOR H. Influence assessment in censored mixed-effects models using the multivariate Student's-t distribution. JOURNAL OF MULTIVARIATE ANALYSIS, v. 141, p. 104-117, OCT 2015. Web of Science Citations: 3.

Academic Publications

(References retrieved automatically from State of São Paulo Research Institutions)

MATOS, Larissa Avila. Estimação e diagnóstico em modelos multivariados para dados censurados. 2016. Doctoral Thesis - Universidade Estadual de Campinas. Instituto de Matemática, Estatística e Computação Científica.