Departamento de Estadísticas y Ciencia de datos

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http://repositorioabierto.uantof.cl/handle/uantof/220

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Examinando Departamento de Estadísticas y Ciencia de datos por Autor "Gallardo, D.I."

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  • Miniatura
    Ítem
    A parametric quantile regression model for asymmetric response variables on the real line
    (MDPI, 2020) Gallardo, D.I.; Bourguignon, M.; Galarza, C.E.; Gómez, H.W.
    In this paper, we introduce a novel parametric quantile regression model for asymmetric response variables, where the response variable follows a power skew-normal distribution. By considering a new convenient parametrization, these distribution results are very useful for modeling different quantiles of a response variable on the real line. The maximum likelihood method is employed to estimate the model parameters. Besides, we present a local influence study under different perturbation settings. Some numerical results of the estimators in finite samples are illustrated. In order to illustrate the potential for practice of our model, we apply it to a real dataset
  • Miniatura
    Ítem
    Scale mixture of Rayleigh distribution
    (MDPI, 2020) Rivera, P.A.; Barranco-Chamorro, I.; Gallardo, D.I.; Gómez, H.W.
    n this paper, the scale mixture of Rayleigh (SMR) distribution is introduced. It is proven that this new model, initially defined as the quotient of two independent random variables, can be expressed as a scale mixture of a Rayleigh and a particular Generalized Gamma distribution. Closed expressions are obtained for its pdf, cdf, moments, asymmetry and kurtosis coefficients. Its lifetime analysis, properties and Rényi entropy are studied. Inference based on moments and maximum likelihood (ML) is proposed. An Expectation-Maximization (EM) algorithm is implemented to estimate the parameters via ML. This algorithm is also used in a simulation study, which illustrates the good performance of our proposal. Two real datasets are considered in which it is shown that the SMR model provides a good fit and it is more flexible, especially as for kurtosis, than other competitor models, such as the slashed Rayleigh distribution.