Robust Estimation in Spatial Models for Censored Data

• Grant number: 15/17110-9
• Support Opportunities: Scholarships in Brazil - Doctorate
• Start date: March 01, 2016
• End date: February 29, 2020
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Applied Probability and Statistics
• Principal Investigator: Larissa Avila Matos
• Grantee: Christian Eduardo Galarza Morales
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated scholarship(s): 18/11580-1 - Moments of doubly truncated multivariate distributions, BE.EP.DR

Abstract

The goal of this project is to present a classical and Bayesian study in spatialmodels for censored data using more robust distributions than the normal andskew-normal distribution, i.e., using the scale mixture of skew-normal class of distributions. Furthermore, it will be present classical and Bayesian diagnostic studies based in local influence methods (Cook, 1986) and the q-divergence (Peng & Dey, 1995), respectively, as discuss in Lachos et al. (2011) and Lachos et al. (2013). For the estimation step, we will use EM (Expectation-Maximization), SAEM (Stochastic Approximation of the EM) and the Gibbs Sampler algorithms with implementation in R, C++ and WinBugs.The proposal of this project looks for contributing positively to the developing ofspatial models for censored data, providing new results in models of practical interest, extending and complementing some previous results found in Militino and Ugarte (1999); Kim and Mallick (2004);De Oliveira (2005);Fridley and Dixon (2006); Toscas (2010); Karimi and Mohammadzadeh (2012); Prates et al. (2012); Assumpção et al. (2014); Prates et al. (2014); Schelin and Sjostedt-de Luna (2014); De Bastianiet al. (2014), among others.

Scientific publications

(10)

(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)

GALARZA MORALES, CHRISTIAN E.; MATOS, LARISSA A.; DEY, DIPAK K.; LACHOS, VICTOR H.. On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, JAN 2022. (18/11580-1, 15/17110-9)

GALARZA, CHRISTIAN E.; LIN, TSUNG-, I; WANG, WAN-LUN; LACHOS, VICTOR H.. On moments of folded and truncated multivariate Student-t distributions based on recurrence relations. METRIKA, v. 84, n. 6, p. 26-pg., 2021-01-19. (18/11580-1, 15/17110-9)

GALARZA, CHRISTIAN E.; CASTRO, LUIS M.; LOUZADA, FRANCISCO; LACHOS, VICTOR H.. Quantile regression for nonlinear mixed effects models: a likelihood based perspective. STATISTICAL PAPERS, v. 61, n. 3, p. 1281-1307, JUN 2020. (15/17110-9, 13/07375-0)

GALARZA, CHRISTIAN E.; MATOS, LARISSA A.; CASTRO, LUIS M.; LACHOS, VICTOR H.. Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution. JOURNAL OF MULTIVARIATE ANALYSIS, v. 189, p. 15-pg., 2022-01-03. (18/11580-1, 15/17110-9, 20/16713-0)

GALARZA, CHRISTIAN E.; LIN, I, TSUNG-; WANG, WAN-LUN; LACHOS, VICTOR H.. On moments of folded and truncated multivariate Student-t distributions based on recurrence relations. METRIKA, JAN 2021. (15/17110-9, 18/11580-1)

GALARZA MORALES, CHRISTIAN E.; LACHOS, VICTOR H.; BOURGUIGNON, MARCELO. A skew-t quantile regression for censored and missing data. STAT, v. 10, n. 1, DEC 2021. (15/17110-9, 18/11580-1)

LEMUS, MARCELA NUNEZ; LACHOS, VICTOR H.; GALARZA, CHRISTIAN E.; MATOS, LARISSA A.. Estimation and diagnostics for partially linear censored regression models based on heavy-tailed distributions. STATISTICS AND ITS INTERFACE, v. 14, n. 2, p. 165-182, 2021. (15/17110-9)

GALARZA, CHRISTIAN E.; LACHOS, VICTOR H.; BANDYOPADHYAY, DIPANKAR. Quantile regression in linear mixed models: a stochastic approximation EM approach. STATISTICS AND ITS INTERFACE, v. 10, n. 3, p. 471-482, 2017. (15/17110-9)

MORALES, CHRISTIAN GALARZA; DAVILA, VICTOR LACHOS; CABRAL, CELSO BARBOSA; CEPERO, LUIS CASTRO. Robust quantile regression using a generalized class of skewed distributions. STAT, v. 6, n. 1, p. 113-130, 2017. (15/17110-9, 14/02938-9)

GALARZA MORALES, CHRISTIAN E.; LACHOS, VICTOR H.; BOURGUIGNON, MARCELO. A skew-t quantile regression for censored and missing data. STAT, v. 10, n. 1, p. 15-pg., 2021-12-01. (18/11580-1, 15/17110-9)

Academic Publications

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

MORALES, Christian Eduardo Galarza. Momentos de distribuições multivariadas duplamente truncadas. 2020. Doctoral Thesis - Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica Campinas, SP.