An Exponentiated Skew-Elliptic Nonlinear Extension to the Log–Linear Birnbaum–Saunders Model with Diagnostic and Residual Analysis
In this paper, we propose a nonlinear regression model with exponentiated skew-elliptical errors distributed, which can be fitted to datasets with high levels of asymmetry and kurtosis. Maximum likelihood estimation procedures in finite samples are discussed and the information matrix is deduced. We...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-06-01
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Series: | Axioms |
Subjects: | |
Online Access: | https://www.mdpi.com/2075-1680/12/7/624 |