A parametric quantile regression model for asymmetric response variables on the real line
| dc.contributor.author | Gallardo, D.I. | |
| dc.contributor.author | Bourguignon, M. | |
| dc.contributor.author | Galarza, C.E. | |
| dc.contributor.author | Gómez, H.W. | |
| dc.date.accessioned | 2024-04-22T23:09:08Z | |
| dc.date.available | 2024-04-22T23:09:08Z | |
| dc.date.issued | 2020 | |
| dc.description.abstract | 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 | |
| dc.description.sponsorship | Grant PUENTE UA, Chile | |
| dc.identifier.doi | 10.3390/sym12121938 | |
| dc.identifier.issn | 2073-8994 | |
| dc.identifier.uri | https://repositorioabierto.uantof.cl/handle/uantof/380 | |
| dc.language.iso | en | |
| dc.publisher | MDPI | |
| dc.rights | Attribution 4.0 International | |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | |
| dc.source | Symmetry | |
| dc.subject | asymmetric data | |
| dc.subject | parametric inference | |
| dc.subject | quantile regression model | |
| dc.subject | skew-normal distributions | |
| dc.title | A parametric quantile regression model for asymmetric response variables on the real line | |
| dc.type | Article | |
| oaire.citation.endPage | 16 | |
| oaire.citation.issue | 1938 | |
| oaire.citation.startPage | 1 | |
| oaire.citation.volume | 12 | |
| organization.identifier.ror | https://ror.org/04eyc6d95 | |
| organization.legalName | Universidad de Antofagasta | |
| uantof.identificator.department | Departamento de Matemáticas | |
| uantof.identificator.faculty | Facultad de Ciencias Básicas |
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