The new family of distributions and applications in heteroscedastic regression analysis

DOI

10.2991/jsta.2017.16.3.11How to use a DOI?

Keywords

Censored data; generalized half-Cauchy; generated family; heteroscedastic regression models; maximum likelihood.

Abstract

First we introduce and study some general mathematical properties of a new generator of continuous distributions with two extra shape parameters called the odd generalized half-Cauchy family. A second goal, we introduce the new log-generalized odd half-Cauchy heteroscedastic regression model with censored data, which represents a parametric family of models that includes as sub-models several widely known regression models that can be applied to data with no homogeneity of variance. Maximum likelihood estimation of the model parameters with censored data as well as a simulation study are investigated. We also prove empirically the flexibility of the new family by means real data sets.

Copyright

© 2017, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - JOUR
AU  - Gauss M. Cordeiro
AU  - Thiago G. Ramires
AU  - Edwin M.M. Ortega
AU  - Morad Alizadeh
PY  - 2017
DA  - 2017/09/01
TI  - The new family of distributions and applications in heteroscedastic regression analysis
JO  - Journal of Statistical Theory and Applications
SP  - 401
EP  - 418
VL  - 16
IS  - 3
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2017.16.3.11
DO  - 10.2991/jsta.2017.16.3.11
ID  - Cordeiro2017
ER  -