Nonlinear Regression Models Based on Slash Skew-Elliptical Errors
نویسندگان
چکیده مقاله:
‎In this paper‎, ‎the nonlinear regression models when the model errors follow a slash‎ ‎skew-elliptical distribution‎, ‎are considered‎. ‎In the special case‎ ‎of nonlinear regression models under slash skew-t distribution‎, ‎we‎ ‎present some distributional properties‎, ‎and to estimate their‎ ‎parameters‎, ‎we use an EM-type algorithm‎. ‎Also‎, ‎to find the‎ ‎estimation errors‎, ‎we derive the observed information matrix‎ ‎analytically‎. ‎To describe the influence of the observations on the‎ ‎ML estimates‎, ‎we use a sensitivity analysis‎. ‎Finally‎, ‎we conduct‎ ‎some simulation studies and a real data analysis to show the‎ ‎performance of the proposed model‎. ‎
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عنوان ژورنال
دوره 17 شماره None
صفحات 13- 35
تاریخ انتشار 2018-12
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