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The data that are analysed are from a monitoring survey which was carried out in 1994 in the forests of Baden-Württemberg, a federal state in the south-western region of Germany. The survey is part of a large monitoring scheme that has been carried out since the 1980s at different spatial and...
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The distributional assumption for a generalized linear model is often checked by plotting the ordered deviance residuals against the quantiles of a standard normal distribution. Such plots can be difficult to interpret, because even when the model is correct, the plot often deviates...
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A scoring rule <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$S(x; q)$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>S</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>q</mi> <mo stretchy="false">)</mo> </mrow> </math> </EquationSource> </InlineEquation> provides a way of judging the quality of a quoted probability density <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$q$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>q</mi> </math> </EquationSource> </InlineEquation> for a random variable <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$X$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>X</mi> </math> </EquationSource> </InlineEquation> in the light of its outcome <InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$x$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>x</mi> </math> </EquationSource> </InlineEquation>. It is called proper if honesty is your best policy, i.e., when you believe <InlineEquation ID="IEq5"> <EquationSource Format="TEX">$$X$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>X</mi>...</math></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>
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The skew-normal model is a class of distributions that extends the Gaussian family by including a skewness parameter. This model presents some inferential problems linked to the estimation of the skewness parameter. In particular its maximum likelihood estimator can be infinite especially for...
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