Inference for a skew extension of the Grubbs model
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
20/10/2012
20/10/2012
2010
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| Resumo |
In this paper, we discuss inferential aspects for the Grubbs model when the unknown quantity x (latent response) follows a skew-normal distribution, extending early results given in Arellano-Valle et al. (J Multivar Anal 96:265-281, 2005b). Maximum likelihood parameter estimates are computed via the EM-algorithm. Wald and likelihood ratio type statistics are used for hypothesis testing and we explain the apparent failure of the Wald statistics in detecting skewness via the profile likelihood function. The results and methods developed in this paper are illustrated with a numerical example. FAPESP/PRPq-Brazil FAPESP/PRPq-Brazil |
| Identificador |
STATISTICAL PAPERS, v.51, n.3, p.701-715, 2010 0932-5026 http://producao.usp.br/handle/BDPI/30463 10.1007/s00362-008-0157-9 |
| Idioma(s) |
eng |
| Publicador |
SPRINGER |
| Relação |
Statistical Papers |
| Direitos |
restrictedAccess Copyright SPRINGER |
| Palavras-Chave | #Skew-normal distribution #EM-algorithm #Skewness Grubbs model #Profile likelihood #LINEAR STRUCTURAL RELATIONSHIPS #MAXIMUM-LIKELIHOOD-ESTIMATION #MEASURING DEVICES #PRECISION #DISTRIBUTIONS #ACCURACY #Statistics & Probability |
| Tipo |
article original article publishedVersion |
