A nonlinear regression model with skew-normal errors

作者：Cancho Vicente G; Lachos Victor H^*; Ortega Edwin M M

来源：Statistical Papers, 2010, 51(3): 547-558.

DOI：10.1007/s00362-008-0139-y

• Skew-normal distribution
• EM-algorithm
• Nonlinear regression models
• MCMC

In this paper we have discussed inference aspects of the skew-normal nonlinear regression models following both, a classical and Bayesian approach, extending the usual normal nonlinear regression models. The univariate skew-normal distribution that will be used in this work was introduced by Sahu et al. (Can J Stat 29:129-150, 2003), which is attractive because estimation of the skewness parameter does not present the same degree of difficulty as in the case with Azzalini (Scand J Stat 12:171-178, 1985) one and, moreover, it allows easy implementation of the EM-algorithm. As illustration of the proposed methodology, we consider a data set previously analyzed in the literature under normality.

• 出版日期2010-9