Facultad de Ciencias Básicas

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Examinando Facultad de Ciencias Básicas por Materia "asymmetric data"

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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
    Bivariate power-skew-elliptical distribution
    (MDPI, 2020) Martínez-Flórez, G.; Tovar-Falón, R.; Gómez, H.W.
    In this article, we introduce a power-skew-elliptical (PSE) distribution in the bivariate setting. The new bivariate model arises in the context of conditionally specified distributions. The proposed bivariate model is an absolutely continuous distribution whose marginals are univariate PSEdistributions. The special case of the bivariate power-skew-normal (BPSN) distribution is studied in details. General properties of the BPSN distribution are derived and the estimation of the unknown parameters by maximum pseudo-likelihood is discussed. Further, a sandwich type matrix, which is a consistent estimator for the asymptotic covariance matrix of the maximum likelihood (ML) estimator is determined. Two applications for real data of the proposed bivariate distribution is provided for illustrative purposes.