An Exponentiated Skew-Elliptic Nonlinear Extension to the Log-Linear Birnbaum-Saunders Model with Diagnostic and Residual Analysis

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datacite.alternateIdentifier.citationAXIOMS,Vol.12,2023
datacite.alternateIdentifier.doi10.3390/axioms12070624
datacite.creatorMartinez-Florez, Guillermo
datacite.creatorGomez, Yolanda M.
datacite.creatorVenegas, Osvaldo
datacite.date2023
datacite.subject.englishBirnbaum-Saunders distribution
datacite.subject.englishmaximum likelihood
datacite.subject.englishskewed power-normal model
datacite.subject.englishskewed-elliptical sinh alpha-power distribution
datacite.subject.englishinfluence diagnostic
datacite.subject.englishnonlinear regression model
datacite.titleAn Exponentiated Skew-Elliptic Nonlinear Extension to the Log-Linear Birnbaum-Saunders Model with Diagnostic and Residual Analysis
dc.date.accessioned2024-05-27T18:26:07Z
dc.date.available2024-05-27T18:26:07Z
dc.description.abstractIn this paper, we propose a nonlinear regression model with exponentiated skew-elliptical errors distributed, which can be fitted to datasets with high levels of asymmetry and kurtosis. Maximum likelihood estimation procedures in finite samples are discussed and the information matrix is deduced. We carried out a diagnosis of the influence for the nonlinear model. To analyze the sensitivity of the maximum likelihood estimators of the model's parameters to small perturbations in distribution assumptions and parameter estimation, we studied the perturbation schemes, the case weight, and the explanatory and response variables of perturbations; we also carried out a residual analysis of the deviance components. Simulation studies were performed to assess some properties of the estimators, showing the good performance of the proposed estimation procedure in finite samples. Finally, an application to a real dataset is presented.
dc.identifier.urihttps://repositoriodigital.uct.cl/handle/10925/5685
dc.language.isoen
dc.publisherMDPI
dc.sourceAXIOMS
oaire.resourceTypeArticle
uct.indizacionSCI
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