Log‐symmetric quantile regression models
From MaRDI portal
Publication:6067784
Abstract: Regression models based on the log-symmetric family of distributions are particularly useful when the response is strictly positive and asymmetric. In this paper, we propose a class of quantile regression models based on reparameterized log-symmetric distributions, which have a quantile parameter. Two Monte Carlo simulation studies are carried out using the R software. The first one analyzes the performance of the maximum likelihood estimators, the information criteria AIC, BIC and AICc, and the generalized Cox-Snell and random quantile residuals. The second one evaluates the performance of the size and power of the Wald, likelihood ratio, score and gradient tests. A real box office data set is finally analyzed to illustrate the proposed approach.
Recommendations
- scientific article; zbMATH DE number 3842977
- Quasi-symmetric graphical log-linear models
- Logistic quantile regression for bounded outcomes using a family of heavy-tailed distributions
- Symmetric regression quantile and its application to robust estimation for the nonlinear regression model
- A generalized quantile regression model
- Quantile Association Regression Models
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Quantile modeling through multivariate log‐normal/independent linear regression models with application to newborn data
- Quantile inference for heteroscedastic regression models
- Efficient quantile regression for heteroscedastic models
Cites work
- A new look at the statistical model identification
- A robust procedure in nonlinear models for repeated measurements
- A semiparametric approach for joint modeling of median and skewness
- A survival model with Birnbaum-Saunders frailty for uncensored and censored cancer data
- An extension of log-symmetric regression models: R codes and applications
- Applied linear regression
- Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
- Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
- Estimating the dimension of a model
- Failure rate of Birnbaum-Saunders distributions: shape, change-point, estimation and robustness
- Handbook of quantile regression
- scientific article; zbMATH DE number 3837235 (Why is no real title available?)
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 3962966 (Why is no real title available?)
- scientific article; zbMATH DE number 44885 (Why is no real title available?)
- scientific article; zbMATH DE number 699423 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- scientific article; zbMATH DE number 3263751 (Why is no real title available?)
- scientific article; zbMATH DE number 3052144 (Why is no real title available?)
- scientific article; zbMATH DE number 3062496 (Why is no real title available?)
- scientific article; zbMATH DE number 7679424 (Why is no real title available?)
- Introduction to linear regression analysis.
- Log-symmetric distributions: statistical properties and parameter estimation
- Log-symmetric regression models under the presence of non-informative left- or right-censored observations
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Numerical analysis for statisticians
- On the favorable estimation for fitting heavy tailed data
- Option pricing for log-symmetric distributions of returns
- Quantile regression.
- Quantile regression: A short story on how and why
- Regression Quantiles
- Reparameterized Birnbaum-Saunders regression models with varying precision
- Residual and local influence analyses for unit gamma regressions
- Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance
- Robustness of the student t based M-estimator
- Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
- The Birnbaum-Saunders autoregressive conditional duration model
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
Cited in
(14)- Symmetric regression quantile and its application to robust estimation for the nonlinear regression model
- Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications
- A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications
- On a log-symmetric quantile tobit model applied to female labor supply data
- On a length-biased Birnbaum-Saunders regression model applied to meteorological data
- Reparameterized extended Maxwell regression: Properties, estimation and application
- Bivariate log-symmetric models: distributional properties, parameter estimation and an application to public spending data
- Parametric quantile autoregressive moving average models with exogenous terms
- Family of bivariate distributions on the unit square: theoretical properties and applications
- Parametric quantile beta regression model
- Characterizations of continuous log-symmetric distributions based on properties of order statistics
- A family of non-parametric tests for the class of log-symmetric distributions
- A family of multivariate extended skew-G-elliptical distributions
- Scale-mixture Birnbaum-Saunders quantile regression models applied to personal accident insurance data
This page was built for publication: Log‐symmetric quantile regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6067784)
