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(Referência obtida automaticamente do Web of Science, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores.)

Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions

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Autor(es):
Garay, Aldo M. [1] ; Lachos, Victor H. [2] ; Labra, Filidor V. [2] ; Ortega, Edwin M. M. [3]
Número total de Autores: 4
Afiliação do(s) autor(es):
[1] Univ Sao Paulo, Inst Matemat & Estat, Sao Paulo - Brazil
[2] Univ Estatual Campinas, Dept Estat, Sao Paulo - Brazil
[3] Univ Sao Paulo, Dept Ciencias Exatas, Sao Paulo - Brazil
Número total de Afiliações: 3
Tipo de documento: Artigo Científico
Fonte: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION; v. 84, n. 8, p. 1761-1778, AUG 3 2014.
Citações Web of Science: 3
Resumo

The purpose of this paper is to develop diagnostics analysis for nonlinear regression models (NLMs) under scale mixtures of skew-normal (SMSN) distributions introduced by Garay et al. {[}Nonlinear regression models based on SMSN distributions. J. Korean Statist. Soc. 2011;40:115-124]. This novel class of models provides a useful generalization of the symmetrical NLM {[}Vanegas LH, Cysneiros FJA. Assessment of diagnostic procedures in symmetrical nonlinear regression models. Comput. Statist. Data Anal. 2010;54:1002-1016] since the random terms distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as the skew-t, skew-slash, skew-contaminated normal distributions, among others. Motivated by the results given in Garay et al. {[}Nonlinear regression models based on SMSN distributions. J. Korean Statist. Soc. 2011;40:115-124], we presented a score test for testing the homogeneity of the scale parameter and its properties are investigated through Monte Carlo simulations studies. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. The newly developed procedures are illustrated considering a real data set. (AU)

Processo FAPESP: 11/17400-6 - Aplicações das distribuições de misturas da escala Skew-Normal em modelos de efeitos mistos
Beneficiário:Víctor Hugo Lachos Dávila
Linha de fomento: Auxílio à Pesquisa - Regular