Advanced search
Start date
Betweenand

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

Grant number: 11/22063-9
Support Opportunities:Scholarships in Brazil - Doctorate
Start date: March 01, 2012
End date: May 31, 2016
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics - Statistics
Principal Investigator:Víctor Hugo Lachos Dávila
Grantee:Larissa Avila Matos
Host 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.

News published in Agência FAPESP Newsletter about the scholarship:
More itemsLess items
Articles published in other media outlets ( ):
More itemsLess items
VEICULO: TITULO (DATA)
VEICULO: TITULO (DATA)

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.; 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, . (11/22063-9, 12/19445-0, 14/02938-9)
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, . (15/05385-3, 18/05013-7, 14/02938-9, 11/22063-9)
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, . (11/22063-9, 14/02938-9)
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, . (15/20922-5, 18/05013-7, 15/05385-3, 11/22063-9)
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 (UNICAMP). Instituto de Matemática, Estatística e Computação Científica Campinas, SP.