A new regression model for positive random variables with skewed and long tail

DOI10.1007/s40300-021-00203-yMaRDI QIDQ2061388

Manoel Santos-Neto, Mário de Castro, Marcelo Bourguignon

Publication date: 13 December 2021

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.07734

zbMATH Keywords

maximum likelihood estimator; variance function; local influence; regression models; residuals; beta prime distribution; generalized beta of the second kind

Mathematics Subject Classification ID

62-XX: Statistics

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