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Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. We derive a simple EM-type algorithm for iteratively computing maximum likelihood (ML) estimates and the observed informatio...

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Detalhes bibliográficos
Main Authors: Lachos, Victor H., Bandyopadhyay, Dipankar, Garay, Aldo M.
Formato: Artigo
Idioma:Inglês
Publicado em: 2011
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3126155/
https://ncbi.nlm.nih.gov/pubmed/21731152
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.spl.2011.03.019
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