A two-piece normal measurement error model

DOI10.1016/j.csda.2019.106863zbMath1504.60020OpenAlexW2981116566WikidataQ127147030 ScholiaQ127147030MaRDI QIDQ2291300

Clécio S. Ferreira, Karol Santoro, Adelchi Azzalini, Reinaldo B. Arellano-Valle

Publication date: 30 January 2020

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2019.106863

zbMATH Keywords

multivariate skew-normal distributiontwo-piece distributionsECM algorithmmeasurement error modeltwo-piece normal distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Probability distributions: general theory (60E05)

Related Items (4)

Measurement error in linear regression models with fat tails and skewed errors ⋮ A flexible two-piece normal dynamic linear model ⋮ Density deconvolution for generalized skew-symmetric distributions ⋮ Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The two-piece normal, binormal, or double Gaussian distribution: its origin and rediscoveries
• Statistical inference for a general class of asymmetric distributions
• Inference in two-piece location-scale models with Jeffreys priors
• Weak nondifferential measurement error models
• On structural comparative calibration under a \(t\)-model
• The epsilon-skew-normal distribution for analyzing near-normal data
• A note on rescalings, reparametrizations and classes of distributions
• On fundamental skew distributions
• Skew normal measurement error models
• Financial Data and the Skewed Generalized T Distribution
• Elliptical structural models
• On the Unification of Families of Skew-normal Distributions
• On Bayesian Modeling of Fat Tails and Skewness
• Statistical Applications of the Multivariate Skew Normal Distribution
• Autoregressive Conditional Density Estimation
• Local Influence in Comparative Calibration Models
• The multivariate skew-normal distribution
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Multivariate measurement error models based on scale mixtures of the skew–normal distribution
• A Three-Parameter Asymmetric Laplace Distribution and Its Extension

This page was built for publication: A two-piece normal measurement error model