Lomax regression model with varying precision: formulation, estimation, diagnostics, and application

MaRDI QIDQ6087698zbMATH OpenFDO

Authors Laís H. Loose, Jhonnata B. de Carvalho

Publication date 16 November 2023

Full work available at URL https://www.soche.cl/chjs/volumes/12/ChJS-12-02-04.pdf#vol12-number2-2021

zbMATH Keywords

asymmetrical datamaximum likelihood methodMonte Carlo simulationpositive datareparametrization

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

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Cites work

• A new look at the statistical model identification
• A Simplex Method for Function Minimization
• Beta Regression for Modelling Rates and Proportions
• Business Failures: Another Example of the Analysis of Failure Data
• Comparative inference and diagnostic in a reparametrized Birnbaum-Saunders regression model
• Estimating the dimension of a model
• scientific article; zbMATH DE number 1782877 (Why is no real title available?)
• scientific article; zbMATH DE number 7595342 (Why is no real title available?)
• scientific article; zbMATH DE number 7148746 (Why is no real title available?)
• Identities for negative moments of quadratic forms in normal variables
• Improved estimators for a general class of beta regression models
• Interpolation of spatial data. Some theory for kriging
• Outliers in multivariate time series
• Parametric modal regression with varying precision
• Regression with response distributions of Pareto-type
• Reparameterized Birnbaum-Saunders regression models with varying precision
• The Lomax regression model with residual analysis: an application to insurance data
• The Pareto Distribution as a Queue Service Discipline
• Two graphical displays for outlying and influential observations in regression

Cited in

(1)

• The arctan family of distributions: New results with applications

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