The Asymmetric Power-Student-t Model for Censored and Truncated Data
Abstract In this paper, we propose the power Student-t regression model for censored (limited) observations which extends the Student-t censored regression model. This extension is based on the asymmetric and heavy-tailed power Student-t distribution. The score functions and expected information mat...
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| Format: | Article |
| Language: | English |
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Academia Brasileira de Ciências
2021-10-01
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| Series: | Anais da Academia Brasileira de Ciências |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652021000700304&tlng=en |
| _version_ | 1798020567613308928 |
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| author | ROGER TOVAR-FALÓN HELENO BOLFARINE GUILLERMO MARTÍNEZ-FLÓREZ |
| author_facet | ROGER TOVAR-FALÓN HELENO BOLFARINE GUILLERMO MARTÍNEZ-FLÓREZ |
| author_sort | ROGER TOVAR-FALÓN |
| collection | DOAJ |
| description | Abstract In this paper, we propose the power Student-t regression model for censored (limited) observations which extends the Student-t censored regression model. This extension is based on the asymmetric and heavy-tailed power Student-t distribution. The score functions and expected information matrix are given as well as the process for estimating the parameters in the model is discussed by using the likelihood approach. Two simulation studies are conducted to evaluate parameter recovery and properties of the model and finally, two applications to a real data set are reported to demonstrate the usefulness of this new methodology. |
| first_indexed | 2024-04-11T16:59:40Z |
| format | Article |
| id | doaj.art-f1441d1281644b519256caa16e78a8b7 |
| institution | Directory Open Access Journal |
| issn | 1678-2690 |
| language | English |
| last_indexed | 2024-04-11T16:59:40Z |
| publishDate | 2021-10-01 |
| publisher | Academia Brasileira de Ciências |
| record_format | Article |
| series | Anais da Academia Brasileira de Ciências |
| spelling | doaj.art-f1441d1281644b519256caa16e78a8b72022-12-22T04:13:11ZengAcademia Brasileira de CiênciasAnais da Academia Brasileira de Ciências1678-26902021-10-0193410.1590/0001-3765202120190920The Asymmetric Power-Student-t Model for Censored and Truncated DataROGER TOVAR-FALÓNhttps://orcid.org/0000-0001-5649-532XHELENO BOLFARINEhttps://orcid.org/0000-0001-9195-3672GUILLERMO MARTÍNEZ-FLÓREZhttps://orcid.org/0000-0001-6441-5377Abstract In this paper, we propose the power Student-t regression model for censored (limited) observations which extends the Student-t censored regression model. This extension is based on the asymmetric and heavy-tailed power Student-t distribution. The score functions and expected information matrix are given as well as the process for estimating the parameters in the model is discussed by using the likelihood approach. Two simulation studies are conducted to evaluate parameter recovery and properties of the model and finally, two applications to a real data set are reported to demonstrate the usefulness of this new methodology.http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652021000700304&tlng=enCensored regression modelFisher information matrixmaximum likelihood estimationpower Student-$t$ distribution |
| spellingShingle | ROGER TOVAR-FALÓN HELENO BOLFARINE GUILLERMO MARTÍNEZ-FLÓREZ The Asymmetric Power-Student-t Model for Censored and Truncated Data Anais da Academia Brasileira de Ciências Censored regression model Fisher information matrix maximum likelihood estimation power Student-$t$ distribution |
| title | The Asymmetric Power-Student-t Model for Censored and Truncated Data |
| title_full | The Asymmetric Power-Student-t Model for Censored and Truncated Data |
| title_fullStr | The Asymmetric Power-Student-t Model for Censored and Truncated Data |
| title_full_unstemmed | The Asymmetric Power-Student-t Model for Censored and Truncated Data |
| title_short | The Asymmetric Power-Student-t Model for Censored and Truncated Data |
| title_sort | asymmetric power student t model for censored and truncated data |
| topic | Censored regression model Fisher information matrix maximum likelihood estimation power Student-$t$ distribution |
| url | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652021000700304&tlng=en |
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