Nonlinear Regression Models Based on Slash Skew-Elliptical Errors
نویسندگان
1 School of Mathematics, Iran University of Science and Technology, Narmak, Tehran 16765-163, Iran.
2 Department of Statistics, Science and Research Branch,Islamic Azad University, Tehran, Iran.
3 Department of Statistics, Allameh Tabataba’i University, Tehran, Iran
doi
10.29252/jirss.17.2.3چکیده
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.
