Showing 1 - 9 of 9
In this paper, we introduce a matrix variate slash distribution as a scale mixture of the matrix variate normal and the uniform distributions. We study some properties of the proposed distribution and give maximum likelihood (ML) estimators of its parameters using EM algorithm. We provide an...
Persistent link: https://www.econbiz.de/10011263458
In this article, a novel adaptive estimation is proposed for varying coefficient models. Unlike the traditional least squares based methods, the proposed approach can adapt to different error distributions. An efficient EM algorithm is provided to implement the proposed estimation. The...
Persistent link: https://www.econbiz.de/10011263464
In this paper, we introduce a unified skew Gaussian-log Gaussian model and propose a general class of spatial sampling models that can account for both heavy tails and skewness. This class includes some models proposed previously in the literature. The likelihood function involves analytically...
Persistent link: https://www.econbiz.de/10010594237
Latent variable models represent a useful tool in different fields of research in which the constructs of interest are not directly observable. In such models, problems related to the integration of the likelihood function can arise since analytical solutions do not exist. Numerical...
Persistent link: https://www.econbiz.de/10010594239
We consider a marginal mixture cure model for clustered survival data in which there may be a cure fraction and the survival times may be correlated. We propose a generalized estimating equation approach by incorporating working correlation matrices into an EM algorithm to estimate the...
Persistent link: https://www.econbiz.de/10010718998
In regression models, the classical assumption of normal distribution of the random observational errors is often violated, masking some important features of the variability present in the data. Some practical actions to solve the problem, like transformation of variables to achieve normality,...
Persistent link: https://www.econbiz.de/10011041905
Marshall and Olkin (1997)  [14] provided a general method to introduce a parameter into a family of distributions and discussed in details about the exponential and Weibull families. They have also briefly introduced the bivariate extension, although not any properties or inferential issues...
Persistent link: https://www.econbiz.de/10011041954
This paper considers the problem of estimating fixed effects, random effects and variance components for the multi-variate random effects model with complete and incomplete data. It also considers making inferences about fixed and random effects, a problem which requires careful consideration of...
Persistent link: https://www.econbiz.de/10011041988
In this paper we define a class of skew-normal linear mixed measurement error models. This class provides a useful generalization of normal linear mixed models with measurement error in fixed effects variables. It is assumed that the random effects, model errors and measurement errors follow a...
Persistent link: https://www.econbiz.de/10011208471