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...

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Bibliographic Details
Main Authors: Guillermo Martínez-Flórez, Yolanda M. Gómez, Osvaldo Venegas
Format: Article
Language:English
Published: MDPI AG 2023-06-01
Series:Axioms
Subjects:
Online Access:https://www.mdpi.com/2075-1680/12/7/624