A stochastic approximation ECME algorithm to semi-parametric scale mixtures of centred skew normal regression models
From MaRDI portal
Publication:6171792
DOI10.1007/s11222-023-10223-5zbMath1516.62010MaRDI QIDQ6171792
Juvêncio Santos Nobre, Caio Lucidius Naberezny Azevedo, João Victor B. de Freitas
Publication date: 18 July 2023
Published in: Statistics and Computing (Search for Journal in Brave)
frequentist inferencecentred parametrizationsemiparametric regression modelsadditive partially linear modelsscale mixture of skew-normal
Computational methods for problems pertaining to statistics (62-08) Stochastic approximation (62L20)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Construction of Bayesian deformable models via a stochastic approximation algorithm: a convergence study
- The centred parametrization for the multivariate skew-normal distribution
- Maximum likelihood estimation in nonlinear mixed effects models
- Assessment of local influence in elliptical linear models with longitudinal structure
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Estimating the dimension of a model
- Multidimensional multiple group IRT models with skew normal latent trait distributions
- Convergence of a stochastic approximation version of the EM algorithm
- Semiparametric additive models under symmetric distributions
- A log Birnbaum-Saunders regression model based on the skew-normal distribution under the centred parameterization
- Local Influence for Incomplete Data Models
- Generalized Local Influence with Applications to Fish Stock Cohort Analysis
- Regression and time series model selection in small samples
- Generalized Leverage and its Applications
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Semiparametric Stochastic Mixed Models for Longitudinal Data
- The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
- The multivariate skew-normal distribution
- Semiparametric Regression
- Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors
- Estimation and diagnostic for skew-normal partially linear models
- Local influence for elliptical partially varying-coefficient model
- Equation of State Calculations by Fast Computing Machines
- Inference and diagnostics in skew scale mixtures of normal regression models
- Monte Carlo sampling methods using Markov chains and their applications
- A general class of multivariate skew-elliptical distributions
- A new look at the statistical model identification
This page was built for publication: A stochastic approximation ECME algorithm to semi-parametric scale mixtures of centred skew normal regression models