A heteroscedastic measurement error model based on skew and heavy-tailed distributions with known error variances

DOI10.1080/00949655.2018.1452925OpenAlexW2792413178MaRDI QIDQ4960674

Mário de Castro, Lorena Cáceres Tomaya

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2018.1452925

zbMATH Keywords

maximum likelihoodECM algorithmskew-\(t\) distributionheteroscedastic errorserrors-in-variables model

Mathematics Subject Classification ID

Censored data models (62N01) Bayesian inference (62F15)

Related Items (14)

Logarithmic calibration for partial linear models with multiplicative distortion measurement errors ⋮ Additive distortion measurement errors regression models with exponential calibration ⋮ General least product relative error estimation for multiplicative regression models with or without multiplicative distortion measurement errors ⋮ Correlation coefficient-based measure for checking symmetry or asymmetry of a continuous variable with additive distortion ⋮ Partial index additive models with additive distortion measurement errors ⋮ Measurement errors models with exponential parametric multiplicative distortions ⋮ Multiplicative distortion measurement errors linear models with general moment identifiability condition ⋮ An improved measurement error model for analyzing unreplicated method comparison data under asymmetric heavy-tailed distributions ⋮ Absolute logarithmic calibration for correlation coefficient with multiplicative distortion ⋮ Nonlinear multiplicative distortion regression models with second-order estimation ⋮ Logarithmic calibration for nonparametric multiplicative distortion measurement errors models ⋮ Bayesian measurement error models using finite mixtures of scale mixtures of skew-normal distributions ⋮ Modal linear regression models with additive distortion measurement errors ⋮ Calibration procedures for linear regression models with multiplicative distortion measurement errors

Uses Software

• R
• numDeriv

Cites Work

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