A regression model for positive data based on the slashed Half-normal distribution

Gallardo, DI; de Castro, Mario

Keywords: em algorithm, gamma distribution, half-normal distribution, slashed distribution

Abstract

In this paper, we discuss several aspects about the slashed half-normal distribution. We reparameterize the model based on the mean and we perform comparisons with well-known regression models for positive data. Maximum likelihood estimation of the parameters is carried out through the expectation-maximization algorithm. Some properties of the estimators and two kinds of residuals are assessed in a simulation study. Two real datasets illustrated the proposed model as well as other three models for the sake of comparison.

Más información

Título de la Revista: REVSTAT-STATISTICAL JOURNAL
Fecha de publicación: 2019
Idioma: inglés
Notas: Artículo WoS. DOI aún no asignado. Sin embargo, el artículo puede ser encontrado en línea en la siguiente dirección de la revista: https://www.ine.pt/revstat/forthcoming_papers.html