| Grant number: | 22/06421-7 |
| Support Opportunities: | Scholarships abroad - Research |
| Start date: | September 17, 2022 |
| End date: | November 14, 2022 |
| Field of knowledge: | Physical Sciences and Mathematics - Probability and Statistics - Statistics |
| Principal Investigator: | Filidor Edilfonso Vilca Labra |
| Grantee: | Filidor Edilfonso Vilca Labra |
| Host Investigator: | Narayanaswamy Balakrishnan |
| Host Institution: | Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil |
| Institution abroad: | McMaster University, Canada |
Abstract The goal of this project is to present a study of estimation and diagnostic analysis for the multivariate log- Birnbaum-Saunders regression models based on {\it scale mixture of skew-normal distributions} (SMSN) (Branco and Dey, 2001): We first will consider a estimation study based on the modified moment method for multivariate Birnbaum-Saunders distributions (based on the symmetric SMSN distribution). Next, a multivariate log- Birnbaum-Saunders regression model will be proposed based on the SMSN distribution, which is a multivariate extension of the log- Birnbaum-Saunders regression models proposed by Rieck and Nedelman (1991) and Romeiro et al. (2020). Estimation and diagnostic analysis Cook, 1986; Zu and Lee, 2001) will be developed for the proposed regression model; see more details at the end of manuscript. The maximum likelihood estimates will be obtained by an EM algorithm. This regression model extends the results of Romeiro et al. (2020). (AU) | |
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