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

Víctor H. Lachos; Dipankar Bandyopadhyay; Aldo M. Garay

doi:10.1016/j.spl.2011.03.019

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

Víctor H. Lachos Dipankar Bandyopadhyay Aldo M. Garay

Year: 2011 Journal: Statistics & Probability Letters Vol: 81 (8)Pages: 1208-1217 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2011.03.019

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Keywords:

Heteroscedasticity Mathematics Skew Robustness (evolution) Nonlinear regression Applied mathematics Statistics Nonlinear system Regression analysis Computer science

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Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

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

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