The skew-t censored regression model: parameter estimation via an EM-type algorithm

Simple item page
dc.contributor.authorLachos, Victor H.
dc.contributor.authorBazan, Jorge L.
dc.contributor.authorCastro, Luis M.
dc.contributor.authorPark, Jiwon
dc.date.accessioned2024-01-10T13:10:36Z
dc.date.available2024-01-10T13:10:36Z
dc.date.issued2022
dc.description.abstractThe skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.
dc.fechaingreso.objetodigital2024-05-23
dc.fuente.origenWOS
dc.identifier.doi10.29220/CSAM.2022.29.3.333
dc.identifier.eissn2383-4757
dc.identifier.issn2287-7843
dc.identifier.urihttps://doi.org/10.29220/CSAM.2022.29.3.333
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/77891
dc.identifier.wosidWOS:000811166000003
dc.information.autorucFacultad de Matemáticas; Castro Cepero, Luis Mauricio; S/I; 151425
dc.issue.numero3
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final351
dc.pagina.inicio333
dc.publisherKOREAN STATISTICAL SOC
dc.rightsacceso restringido
dc.subjectcensored regression
dc.subjectEM-type algorithm
dc.subjectkurtosis
dc.subjecttruncated moments
dc.subjectskewness
dc.subjectskew-t distribution
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleThe skew-t censored regression model: parameter estimation via an EM-type algorithm
dc.typeartículo
dc.volumen29
sipa.codpersvinculados151425
sipa.indexWOS
sipa.trazabilidadCarga SIPA;09-01-2024
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
2024-05-23. The skew-t censored regression model - parameter estimation via an EM-type algorithm.pdf
Size:
2.67 KB
Format:
Adobe Portable Document Format
Description:
Download
Collections
Artículos de revistas